add snapshot cmd

Makefile

@@ -13,6 +13,18 @@ proto-gen:
 	@echo "Generating Protobuf files"
 	@$(protoImage) sh ./protocol/scripts/protocgen.sh
 
+proto-clean:
+	@rm -rf ./proto/.proto-export
+	@rm -rf ./.proto-export
+
+proto-gen-clean:
+	@echo "Cleaning old artifacts"
+	@rm -rf ./proto/.proto-export
+	@rm -rf ./.proto-export
+	@echo "Generating Protobuf files"
+	@$(protoImage) sh ./protocol/scripts/protocgen.sh
+	@cd proto && make proto-export-v4-proto-js
+
 proto-check-bc-breaking:
 	@rm -rf ./.proto-export
 	@$(protoImage) buf breaking --against .git#branch=$$(git merge-base HEAD origin/main)

indexer/packages/postgres/src/db/migrations/migration_files/20250423144330_add_twap_fields_to_orders_and_fills_table.ts

@@ -0,0 +1,71 @@
+import * as Knex from 'knex';
+
+import { formatAlterTableEnumSql } from '../helpers';
+
+export async function up(knex: Knex): Promise<void> {
+  await knex.schema.alterTable('orders', (table) => {
+    table.string('duration').nullable();
+    table.string('interval').nullable();
+    table.string('priceTolerance').nullable();
+  });
+
+  await knex.raw(formatAlterTableEnumSql(
+    'orders',
+    'type',
+    [
+      'LIMIT',
+      'MARKET',
+      'STOP_LIMIT',
+      'STOP_MARKET',
+      'TRAILING_STOP',
+      'TAKE_PROFIT',
+      'TAKE_PROFIT_MARKET',
+      'LIQUIDATED',
+      'LIQUIDATION',
+      'HARD_TRADE',
+      'FAILED_HARD_TRADE',
+      'TRANSFER_PLACEHOLDER',
+      'TWAP',
+      'TWAP_SUBORDER',
+    ],
+  ));
+
+  await knex.raw(formatAlterTableEnumSql(
+    'fills',
+    'type',
+    ['LIMIT', 'LIQUIDATED', 'LIQUIDATION', 'DELEVERAGED', 'OFFSETTING', 'TWAP_SUBORDER'],
+  ));
+}
+
+export async function down(knex: Knex): Promise<void> {
+  await knex.schema.alterTable('orders', (table) => {
+    table.dropColumn('duration');
+    table.dropColumn('interval');
+    table.dropColumn('priceTolerance');
+  });
+
+  await knex.raw(formatAlterTableEnumSql(
+    'orders',
+    'type',
+    [
+      'LIMIT',
+      'MARKET',
+      'STOP_LIMIT',
+      'STOP_MARKET',
+      'TRAILING_STOP',
+      'TAKE_PROFIT',
+      'TAKE_PROFIT_MARKET',
+      'LIQUIDATED',
+      'LIQUIDATION',
+      'HARD_TRADE',
+      'FAILED_HARD_TRADE',
+      'TRANSFER_PLACEHOLDER',
+    ],
+  ));
+
+  await knex.raw(formatAlterTableEnumSql(
+    'fills',
+    'type',
+    ['LIMIT', 'LIQUIDATED', 'LIQUIDATION', 'DELEVERAGED', 'OFFSETTING'],
+  ));
+}

indexer/packages/postgres/src/lib/protocol-translations.ts

@@ -1,10 +1,17 @@
-import { bytesToBigInt } from '@dydxprotocol-indexer/v4-proto-parser';
 import {
+  bytesToBigInt,
+  ORDER_FLAG_CONDITIONAL,
+  ORDER_FLAG_LONG_TERM,
+  ORDER_FLAG_SHORT_TERM,
+  ORDER_FLAG_TWAP,
+  ORDER_FLAG_TWAP_SUBORDER,
+} from '@dydxprotocol-indexer/v4-proto-parser';
+import {
+  ClobPairStatus,
   IndexerOrder,
+  IndexerOrder_ConditionType,
   IndexerOrder_Side,
   IndexerOrder_TimeInForce,
-  IndexerOrder_ConditionType,
-  ClobPairStatus,
 } from '@dydxprotocol-indexer/v4-protos';
 import Big from 'big.js';
 import { DateTime } from 'luxon';
@@ -64,6 +71,9 @@ const ORDER_TYPE_TO_CONDITION_TYPE_MAP: Record<OrderType, IndexerOrder_Condition
   // Unused order types
   [OrderType.MARKET]: IndexerOrder_ConditionType.CONDITION_TYPE_UNSPECIFIED,
   [OrderType.TRAILING_STOP]: IndexerOrder_ConditionType.CONDITION_TYPE_UNSPECIFIED,
+
+  [OrderType.TWAP]: IndexerOrder_ConditionType.CONDITION_TYPE_UNSPECIFIED,
+  [OrderType.TWAP_SUBORDER]: IndexerOrder_ConditionType.CONDITION_TYPE_UNSPECIFIED,
 };
 
 /**
@@ -318,12 +328,36 @@ export function getGoodTilBlockTime(order: IndexerOrder): IsoString | undefined
  */
 export function protocolConditionTypeToOrderType(
   protocolConditionType: IndexerOrder_ConditionType,
+  orderFlag: number = 32,
 ): OrderType {
   if (!(protocolConditionType in CONDITION_TYPE_TO_ORDER_TYPE_MAP)) {
     throw new Error(`Unexpected ConditionType: ${protocolConditionType}`);
   }
 
-  return CONDITION_TYPE_TO_ORDER_TYPE_MAP[protocolConditionType];
+  switch (orderFlag) {
+    case ORDER_FLAG_SHORT_TERM:
+      return OrderType.LIMIT;
+    case ORDER_FLAG_CONDITIONAL:
+      switch (protocolConditionType) {
+        case IndexerOrder_ConditionType.UNRECOGNIZED:
+        case IndexerOrder_ConditionType.CONDITION_TYPE_UNSPECIFIED:
+          return OrderType.LIMIT;
+        case IndexerOrder_ConditionType.CONDITION_TYPE_STOP_LOSS:
+          return OrderType.STOP_LIMIT;
+        case IndexerOrder_ConditionType.CONDITION_TYPE_TAKE_PROFIT:
+          return OrderType.TAKE_PROFIT;
+        default:
+          throw new Error(`Unexpected ConditionType: ${protocolConditionType}`);
+      }
+    case ORDER_FLAG_LONG_TERM:
+      return OrderType.LIMIT;
+    case ORDER_FLAG_TWAP:
+      return OrderType.TWAP;
+    case ORDER_FLAG_TWAP_SUBORDER:
+      return OrderType.TWAP_SUBORDER;
+    default:
+      throw new Error(`Unexpected OrderFlags: ${orderFlag}`);
+  }
 }
 
 /**

indexer/packages/postgres/src/models/order-model.ts

@@ -74,6 +74,10 @@ export default class OrderModel extends BaseModel {
         'triggerPrice',
         'updatedAt',
         'updatedAtHeight',
+        'orderRouterAddress',
+        'duration',
+        'interval',
+        'priceTolerance',
       ],
       properties: {
         id: { type: 'string', format: 'uuid' },
@@ -99,6 +103,9 @@ export default class OrderModel extends BaseModel {
         builderAddress: { type: ['string', 'null'], default: null },
         feePpm: { type: ['string', 'null'], default: null },
         orderRouterAddress: { type: ['string', 'null'], default: null },
+        duration: { type: ['string', 'null'], default: null, pattern: NonNegativeNumericPattern },
+        interval: { type: ['string', 'null'], default: null, pattern: NonNegativeNumericPattern },
+        priceTolerance: { type: ['string', 'null'], default: null, pattern: NonNegativeNumericPattern },
       },
     };
   }
@@ -131,6 +138,9 @@ export default class OrderModel extends BaseModel {
       triggerPrice: 'string',
       updatedAt: 'date-time',
       updatedAtHeight: 'string',
+      duration: 'string',
+      interval: 'string',
+      priceTolerance: 'string',
       builderAddress: 'string',
       feePpm: 'string',
       orderRouterAddress: 'string',
@@ -184,4 +194,10 @@ export default class OrderModel extends BaseModel {
   feePpm?: string;
 
   orderRouterAddress?: string;
+
+  duration?: string;
+
+  interval?: string;
+
+  priceTolerance?: string;
 }

indexer/packages/postgres/src/types/db-model-types.ts

@@ -78,6 +78,10 @@ export interface OrderFromDatabase extends IdBasedModelFromDatabase {
   builderAddress?: string,
   feePpm?: string,
   orderRouterAddress?: string,
+  // these fields only exist for twap orders
+  duration?: string,
+  interval?: string,
+  priceTolerance?: string,
 }
 
 export interface PerpetualMarketFromDatabase {

indexer/packages/postgres/src/types/fill-types.ts

@@ -27,6 +27,8 @@ export enum FillType {
   // OFFSETTING is for the offsetting subaccount in a deleveraging event.
   // The fill type will be set to maker.
   OFFSETTING = 'OFFSETTING',
+  // TWAP is for a TWAP fill.
+  TWAP_SUBORDER = 'TWAP_SUBORDER',
 }
 
 export interface FillCreateObject {

indexer/packages/postgres/src/types/order-types.ts

@@ -13,6 +13,7 @@ export enum OrderStatus {
   CANCELED = 'CANCELED',
   BEST_EFFORT_CANCELED = 'BEST_EFFORT_CANCELED',
   UNTRIGGERED = 'UNTRIGGERED',
+  ERROR = 'ERROR',
 }
 
 export enum OrderType {
@@ -23,6 +24,8 @@ export enum OrderType {
   TRAILING_STOP = 'TRAILING_STOP',
   TAKE_PROFIT = 'TAKE_PROFIT',
   TAKE_PROFIT_MARKET = 'TAKE_PROFIT_MARKET',
+  TWAP = 'TWAP',
+  TWAP_SUBORDER = 'TWAP_SUBORDER',
 }
 
 export enum TimeInForce {
@@ -66,6 +69,9 @@ export interface OrderCreateObject {
   builderAddress?: string,
   feePpm?: string,
   orderRouterAddress?: string,
+  duration?: string,
+  interval?: string,
+  priceTolerance?: string,
 }
 
 export interface OrderUpdateObject {
@@ -87,6 +93,9 @@ export interface OrderUpdateObject {
   clientMetadata?: string,
   triggerPrice?: string,
   orderRouterAddress?: string,
+  duration?: string | null,
+  interval?: string | null,
+  priceTolerance?: string | null,
 }
 
 export enum OrderColumns {
@@ -112,4 +121,7 @@ export enum OrderColumns {
   createdAtHeight = 'createdAtHeight',
   clientMetadata = 'clientMetadata',
   triggerPrice = 'triggerPrice',
+  duration = 'duration',
+  interval = 'interval',
+  priceTolerance = 'priceTolerance',
 }

indexer/packages/postgres/src/types/trade-types.ts

@@ -7,6 +7,8 @@ export enum TradeType {
   LIQUIDATED = 'LIQUIDATED',
   // DELEVERAGED is the trade type for a fill with a deleveraged taker order.
   DELEVERAGED = 'DELEVERAGED',
+  // TWAP_SUBORDER is the trade type for a fill with a twap suborder.
+  TWAP_SUBORDER = 'TWAP_SUBORDER',
 }
 
 export function fillTypeToTradeType(fillType: FillType): TradeType {
@@ -17,6 +19,8 @@ export function fillTypeToTradeType(fillType: FillType): TradeType {
       return TradeType.LIQUIDATED;
     case FillType.DELEVERAGED:
       return TradeType.DELEVERAGED;
+    case FillType.TWAP_SUBORDER:
+      return TradeType.TWAP_SUBORDER;
     default:
       throw new Error(`Unknown fill type: ${fillType}`);
   }

indexer/packages/postgres/src/types/websocket-message-types.ts

@@ -127,6 +127,10 @@ export interface OrderSubaccountMessageContents {
   // This will only be set for stateful orders
   createdAtHeight?: string,
   clientMetadata?: string,
+  // This will only be set for twap orders
+  duration?: string,
+  interval?: string,
+  priceTolerance?: string,
 }
 
 export interface FillSubaccountMessageContents {

indexer/packages/v4-proto-parser/src/constants.ts

@@ -3,3 +3,5 @@
 export const ORDER_FLAG_SHORT_TERM: number = 0;
 export const ORDER_FLAG_LONG_TERM: number = 64;
 export const ORDER_FLAG_CONDITIONAL: number = 32;
+export const ORDER_FLAG_TWAP: number = 128;
+export const ORDER_FLAG_TWAP_SUBORDER: number = 256;

indexer/packages/v4-protos/package.json

@@ -10,7 +10,7 @@
     "build:prod": "rm -rf build/ && tsc",
     "build:watch": "pnpm run build -- --watch",
     "test": "echo \"Error: no test specified\"",
-    "build:proto": "(cd ../../.. && make proto-export) && rm -rf src/codegen && telescope transpile --protoDirs ../../../.proto-export --outPath ./src/codegen --no-includeAminos --includeLCDClients --includeRPCClients",
+    "build:proto": "(cd ../../../proto && rm -rf .proto-export && cd ../ && rm -rf .proto-export && make proto-export) && rm -rf src/codegen && telescope transpile --protoDirs ../../../.proto-export --outPath ./src/codegen --no-includeAminos --includeLCDClients --includeRPCClients",
     "build:verify-proto": "pnpm run build:proto && git diff --exit-code src/codegen",
     "postinstall": "patch-package"
   },