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Merge pull request #13 from gateway-fm/API-110
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API-110: Limit Retrieve functions
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@asolovov
asolovov authored Sep 8, 2023
2 parents 1c32f31 + f5dd6fe commit 28d806c
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Showing 12 changed files with 522 additions and 19 deletions.
45 changes: 45 additions & 0 deletions mocks/service/mockService.go
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24 changes: 24 additions & 0 deletions perpsv3.go
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Original file line number Diff line number Diff line change
Expand Up @@ -24,17 +24,29 @@ type IPerpsv3 interface {
// - use nil for toBlock to use default value of a last blockchain block
RetrieveTrades(fromBlock uint64, toBLock *uint64) ([]*models.Trade, error)

// RetrieveTradesLimit is used to get all "OrderSettled" events and their additional data from the contract
// with given block search limit. If given limit is 0 function will set default value to 20 000 blocks
RetrieveTradesLimit(limit uint64) ([]*models.Trade, error)

// RetrieveOrders is used to get logs from the "OrderCommitted" event perps market contract within given block range
// - use 0 for fromBlock to use default value of a first contract block
// - use nil for toBlock to use default value of a last blockchain block
RetrieveOrders(fromBlock uint64, toBLock *uint64) ([]*models.Order, error)

// RetrieveOrdersLimit is used to get all "OrderCommitted" events and their additional data from the contract
// with given block search limit. If given limit is 0 function will set default value to 20 000 blocks
RetrieveOrdersLimit(limit uint64) ([]*models.Order, error)

// RetrieveMarketUpdates is used to get logs from the "MarketUpdated" event perps market contract within given block
// range
// - use 0 for fromBlock to use default value of a first contract block
// - use nil for toBlock to use default value of a last blockchain block
RetrieveMarketUpdates(fromBlock uint64, toBLock *uint64) ([]*models.MarketUpdate, error)

// RetrieveMarketUpdatesLimit is used to get all "MarketUpdated" events and their additional data from the contract
// with given block search limit. If given limit is 0 function will set default value to 20 000 blocks
RetrieveMarketUpdatesLimit(limit uint64) ([]*models.MarketUpdate, error)

// RetrieveLiquidations is used to get logs from the "PositionLiquidated" event perps market contract within given block
// range
// - use 0 for fromBlock to use default value of a first contract block
Expand Down Expand Up @@ -111,14 +123,26 @@ func (p *Perpsv3) RetrieveTrades(fromBlock uint64, toBLock *uint64) ([]*models.T
return p.service.RetrieveTrades(fromBlock, toBLock)
}

func (p *Perpsv3) RetrieveTradesLimit(limit uint64) ([]*models.Trade, error) {
return p.service.RetrieveTradesLimit(limit)
}

func (p *Perpsv3) RetrieveOrders(fromBlock uint64, toBLock *uint64) ([]*models.Order, error) {
return p.service.RetrieveOrders(fromBlock, toBLock)
}

func (p *Perpsv3) RetrieveOrdersLimit(limit uint64) ([]*models.Order, error) {
return p.service.RetrieveOrdersLimit(limit)
}

func (p *Perpsv3) RetrieveMarketUpdates(fromBlock uint64, toBLock *uint64) ([]*models.MarketUpdate, error) {
return p.service.RetrieveMarketUpdates(fromBlock, toBLock)
}

func (p *Perpsv3) RetrieveMarketUpdatesLimit(limit uint64) ([]*models.MarketUpdate, error) {
return p.service.RetrieveMarketUpdatesLimit(limit)
}

func (p *Perpsv3) RetrieveLiquidations(fromBlock uint64, toBLock *uint64) ([]*models.Liquidation, error) {
return p.service.RetrieveLiquidations(fromBlock, toBLock)
}
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247 changes: 247 additions & 0 deletions perpsv3_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -226,6 +226,100 @@ func TestPerpsv3_RetrieveTrades(t *testing.T) {
}
}

func TestPerpsv3_RetrieveTradesLimit(t *testing.T) {
fillPrice := new(big.Int)
fillPrice.SetString("26050753699652653732215", 10)

pnl := new(big.Int)
pnl.SetString("36901526133944874", 10)

accruedF := new(big.Int)
accruedF.SetString("-3064923447473062", 10)

sizeD := new(big.Int)
sizeD.SetString("-255300000000000000", 10)

sizeN := new(big.Int)
sizeN.SetString("-261000000000000000", 10)

feesT := new(big.Int)
feesT.SetString("4655530193664925748", 10)

trade := &models.Trade{
MarketID: 200,
AccountID: 1692895537802,
FillPrice: fillPrice,
PnL: pnl,
AccruedFunding: accruedF,
SizeDelta: sizeD,
NewSize: sizeN,
TotalFees: feesT,
ReferralFees: big.NewInt(0),
CollectedFees: big.NewInt(0),
SettlementReward: big.NewInt(0),
TrackingCode: [32]byte{75, 87, 69, 78, 84, 65, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0},
Settler: common.HexToAddress("0x4A58e0d29558111bfDc07Dc12Ca0fF7fcD0d0d75"),
BlockNumber: 13739029,
BlockTimestamp: 1692906126,
TransactionHash: "0x16704162005c11d71c745f7392a71a5ede8eb5f042e7fa917f210748773c57bf",
}

testCases := []struct {
name string
conf *config.PerpsvConfig
limit uint64
wantRes []*models.Trade
wantErr error
}{
{
name: "no error default values",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 0,
wantRes: []*models.Trade{trade, trade, trade},
},
{
name: "no error custom values",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantRes: []*models.Trade{trade},
},
{
name: "no error custom values blank result",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantRes: []*models.Trade{},
},
{
name: "error",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantErr: errors.FilterErr,
},
}

for _, tt := range testCases {
t.Run(tt.name, func(t *testing.T) {
ctrl := gomock.NewController(t)
defer ctrl.Finish()
mockService := mock_services.NewMockIService(ctrl)

p, _ := createTest(tt.conf)
p.service = mockService

mockService.EXPECT().RetrieveTradesLimit(tt.limit).Return(tt.wantRes, tt.wantErr)

res, err := p.RetrieveTradesLimit(tt.limit)

if tt.wantErr == nil {
require.NoError(t, err)
require.Equal(t, tt.wantRes, res)
} else {
require.ErrorIs(t, tt.wantErr, err)
}
})
}
}

func TestPerpsv3_RetrieveOrders(t *testing.T) {
blockN := uint64(10000)

Expand Down Expand Up @@ -310,6 +404,83 @@ func TestPerpsv3_RetrieveOrders(t *testing.T) {
}
}

func TestPerpsv3_RetrieveOrdersLimit(t *testing.T) {
sizeDelta := new(big.Int)
sizeDelta.SetString("-500000000000000000", 10)

acceptablePrice := new(big.Int)
acceptablePrice.SetString("1000000000000000000", 10)

liquidation := &models.Order{
MarketID: 100,
AccountID: 8714,
OrderType: 0,
SizeDelta: sizeDelta,
AcceptablePrice: acceptablePrice,
SettlementTime: 1693269991,
ExpirationTime: 1693270591,
TrackingCode: [32]byte{},
Sender: common.HexToAddress("0xC47fF8a340dFc0605be060886F0B6AEea0db653f"),
BlockNumber: 13920954,
BlockTimestamp: 1693269976,
}

testCases := []struct {
name string
conf *config.PerpsvConfig
limit uint64
wantRes []*models.Order
wantErr error
}{
{
name: "no error default values",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 0,
wantRes: []*models.Order{liquidation, liquidation, liquidation},
},
{
name: "no error custom values",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantRes: []*models.Order{liquidation},
},
{
name: "no error custom values blank result",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantRes: []*models.Order{},
},
{
name: "error",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantErr: errors.FilterErr,
},
}

for _, tt := range testCases {
t.Run(tt.name, func(t *testing.T) {
ctrl := gomock.NewController(t)
defer ctrl.Finish()
mockService := mock_services.NewMockIService(ctrl)

p, _ := createTest(tt.conf)
p.service = mockService

mockService.EXPECT().RetrieveOrdersLimit(tt.limit).Return(tt.wantRes, tt.wantErr)

res, err := p.RetrieveOrdersLimit(tt.limit)

if tt.wantErr == nil {
require.NoError(t, err)
require.Equal(t, tt.wantRes, res)
} else {
require.ErrorIs(t, tt.wantErr, err)
}
})
}
}

func TestPerpsv3_RetrieveLiquidations(t *testing.T) {
blockN := uint64(10000)

Expand Down Expand Up @@ -532,6 +703,82 @@ func TestPerpsv3_RetrieveMarketUpdates(t *testing.T) {
}
}

func TestPerpsv3_RetrieveMarketUpdatesLimit(t *testing.T) {
sizeDelta := new(big.Int)
sizeDelta.SetString("-500000000000000000", 10)

acceptablePrice := new(big.Int)
acceptablePrice.SetString("1000000000000000000", 10)

marketUpdate := &models.MarketUpdate{
MarketID: 200,
Price: 3780527432113118208,
Skew: 527000000000000000,
Size: 1049000000000000000,
SizeDelta: -255300000000000000,
CurrentFundingRate: 62031943958317,
CurrentFundingVelocity: 47430000000000,
BlockNumber: 13739029,
BlockTimestamp: 1692906126,
TransactionHash: "0x16704162005c11d71c745f7392a71a5ede8eb5f042e7fa917f210748773c57bf",
}

testCases := []struct {
name string
conf *config.PerpsvConfig
limit uint64
wantRes []*models.MarketUpdate
wantErr error
}{
{
name: "no error default values",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 0,
wantRes: []*models.MarketUpdate{marketUpdate, marketUpdate, marketUpdate},
},
{
name: "no error custom values",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantRes: []*models.MarketUpdate{marketUpdate},
},
{
name: "no error custom values blank result",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantRes: []*models.MarketUpdate{},
},
{
name: "error",
conf: config.GetGoerliDefaultPerpsvConfig(),
limit: 1,
wantErr: errors.FilterErr,
},
}

for _, tt := range testCases {
t.Run(tt.name, func(t *testing.T) {
ctrl := gomock.NewController(t)
defer ctrl.Finish()
mockService := mock_services.NewMockIService(ctrl)

p, _ := createTest(tt.conf)
p.service = mockService

mockService.EXPECT().RetrieveMarketUpdatesLimit(tt.limit).Return(tt.wantRes, tt.wantErr)

res, err := p.RetrieveMarketUpdatesLimit(tt.limit)

if tt.wantErr == nil {
require.NoError(t, err)
require.Equal(t, tt.wantRes, res)
} else {
require.ErrorIs(t, tt.wantErr, err)
}
})
}
}

func TestPerpsv3_ListenTrades(t *testing.T) {
testCases := []struct {
name string
Expand Down
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