Feature/closed pnl fill

[pp346]

Changelist

• New Features
  • Added position state snapshot fields to fill records to capture position metrics at execution time.
  • Added realized P&L tracking field to perpetual positions.
  • Updated realized P&L calculation to use stored position data instead of derived computation.

Test Plan

Added new tests to check for the inclusion of the before field entries and updated existing ones to support the new fill schema.

Author/Reviewer Checklist

• If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
• If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
• If this PR isn't state-breaking but has changes that modify behavior in PrepareProposal or ProcessProposal, manually add the label proposal-breaking.
• If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
• If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
• Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

Release Notes

• New Features

  • Fill responses now include pre-trade position state fields: position size, entry price, and position side before each trade executes, providing historical context for fills.

• Documentation

  • API documentation and schemas updated across all endpoints to reflect new fill response fields.

[coderabbitai]

Actionable comments posted: 1

📜 Review details

Configuration used: CodeRabbit UI

Review profile: CHILL

Plan: Pro

📥 Commits

Reviewing files that changed from the base of the PR and between fcabc56 and 65fa677.

📒 Files selected for processing (1)

• indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts (17 hunks)

🧰 Additional context used

🧬 Code graph analysis (1)

indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts (4)

indexer/services/ender/__tests__/helpers/indexer-proto-helpers.ts (4)

• createOrder (399-493)
• createKafkaMessageFromOrderFillEvent (495-528)
• expectFillInDatabase (571-653)
• expectPerpetualPosition (983-1015)

indexer/packages/postgres/__tests__/helpers/constants.ts (3)

• defaultSubaccountId (156-159)
• defaultSubaccountId2 (160-163)
• defaultPerpetualPosition (530-546)

indexer/services/ender/__tests__/helpers/constants.ts (6)

• defaultSubaccountId (279-282)
• defaultSubaccountId2 (283-286)
• defaultHeight (271-271)
• defaultTime (273-276)
• defaultTxHash (277-277)
• defaultDateTime (272-272)

indexer/packages/v4-proto-parser/src/constants.ts (2)

• ORDER_FLAG_LONG_TERM (4-4)
• ORDER_FLAG_SHORT_TERM (3-3)

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🔇 Additional comments (3)

indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts (3)

374-376: LGTM: Before-position fields and totalRealizedPnl correctly added.

The assertions properly validate the new snapshot fields using values from defaultPerpetualPosition. The totalRealizedPnl calculations are correct: maker pays only the fee (-1) when adding to position, while taker realizes a loss of -0.5 from price movement plus -2 in fees, totaling -2.5.

Also applies to: 396-398, 460-460, 471-471

---

2475-2589: Excellent test coverage for before-position snapshot fields.

This new test comprehensively validates that position state is correctly captured at fill execution time for both maker and taker sides. The test properly:

• Sets up initial positions with known state
• Executes a fill that affects both subaccounts
• Verifies all three snapshot fields (size, entry price, side) are persisted correctly

---

2591-2666: Well-designed test for totalRealizedPnl tracking.

This test properly validates that realized P&L is accumulated when a reduce-only order partially closes a position. The expected value of -2.5000 correctly accounts for both the price difference loss (-0.5) and taker fee (-2).