Add Leverage To the Protocol (backport #3079)

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/block_rate_limit_config.ts

@@ -30,6 +30,16 @@ export interface BlockRateLimitConfiguration {
 
   maxShortTermOrderCancellationsPerNBlocks: MaxPerNBlocksRateLimit[];
   maxShortTermOrdersAndCancelsPerNBlocks: MaxPerNBlocksRateLimit[];
+  /**
+   * How many leverage update attempts (successful and failed) are allowed for
+   * an account per N blocks. Note that the rate limits are applied in an AND
+   * fashion such that a leverage update must pass all rate limit
+   * configurations.
+   * 
+   * Specifying 0 values disables this rate limit.
+   */
+
+  maxLeverageUpdatesPerNBlocks: MaxPerNBlocksRateLimit[];
 }
 /** Defines the block rate limits for CLOB specific operations. */
 
@@ -61,6 +71,16 @@ export interface BlockRateLimitConfigurationSDKType {
 
   max_short_term_order_cancellations_per_n_blocks: MaxPerNBlocksRateLimitSDKType[];
   max_short_term_orders_and_cancels_per_n_blocks: MaxPerNBlocksRateLimitSDKType[];
+  /**
+   * How many leverage update attempts (successful and failed) are allowed for
+   * an account per N blocks. Note that the rate limits are applied in an AND
+   * fashion such that a leverage update must pass all rate limit
+   * configurations.
+   * 
+   * Specifying 0 values disables this rate limit.
+   */
+
+  max_leverage_updates_per_n_blocks: MaxPerNBlocksRateLimitSDKType[];
 }
 /** Defines a rate limit over a specific number of blocks. */
 
@@ -98,7 +118,8 @@ function createBaseBlockRateLimitConfiguration(): BlockRateLimitConfiguration {
     maxShortTermOrdersPerNBlocks: [],
     maxStatefulOrdersPerNBlocks: [],
     maxShortTermOrderCancellationsPerNBlocks: [],
-    maxShortTermOrdersAndCancelsPerNBlocks: []
+    maxShortTermOrdersAndCancelsPerNBlocks: [],
+    maxLeverageUpdatesPerNBlocks: []
   };
 }
 
@@ -120,6 +141,10 @@ export const BlockRateLimitConfiguration = {
       MaxPerNBlocksRateLimit.encode(v!, writer.uint32(34).fork()).ldelim();
     }
 
+    for (const v of message.maxLeverageUpdatesPerNBlocks) {
+      MaxPerNBlocksRateLimit.encode(v!, writer.uint32(42).fork()).ldelim();
+    }
+
     return writer;
   },
 
@@ -148,6 +173,10 @@ export const BlockRateLimitConfiguration = {
           message.maxShortTermOrdersAndCancelsPerNBlocks.push(MaxPerNBlocksRateLimit.decode(reader, reader.uint32()));
           break;
 
+        case 5:
+          message.maxLeverageUpdatesPerNBlocks.push(MaxPerNBlocksRateLimit.decode(reader, reader.uint32()));
+          break;
+
         default:
           reader.skipType(tag & 7);
           break;
@@ -163,6 +192,7 @@ export const BlockRateLimitConfiguration = {
     message.maxStatefulOrdersPerNBlocks = object.maxStatefulOrdersPerNBlocks?.map(e => MaxPerNBlocksRateLimit.fromPartial(e)) || [];
     message.maxShortTermOrderCancellationsPerNBlocks = object.maxShortTermOrderCancellationsPerNBlocks?.map(e => MaxPerNBlocksRateLimit.fromPartial(e)) || [];
     message.maxShortTermOrdersAndCancelsPerNBlocks = object.maxShortTermOrdersAndCancelsPerNBlocks?.map(e => MaxPerNBlocksRateLimit.fromPartial(e)) || [];
+    message.maxLeverageUpdatesPerNBlocks = object.maxLeverageUpdatesPerNBlocks?.map(e => MaxPerNBlocksRateLimit.fromPartial(e)) || [];
     return message;
   }
 

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.lcd.ts

@@ -1,6 +1,6 @@
 import { setPaginationParams } from "../../helpers";
 import { LCDClient } from "@osmonauts/lcd";
-import { QueryGetClobPairRequest, QueryClobPairResponseSDKType, QueryAllClobPairRequest, QueryClobPairAllResponseSDKType, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponseSDKType, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponseSDKType, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponseSDKType, QueryNextClobPairIdRequest, QueryNextClobPairIdResponseSDKType } from "./query";
+import { QueryGetClobPairRequest, QueryClobPairResponseSDKType, QueryAllClobPairRequest, QueryClobPairAllResponseSDKType, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponseSDKType, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponseSDKType, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponseSDKType, QueryNextClobPairIdRequest, QueryNextClobPairIdResponseSDKType, QueryLeverageRequest, QueryLeverageResponseSDKType } from "./query";
 export class LCDQueryClient {
   req: LCDClient;
 
@@ -16,6 +16,7 @@ export class LCDQueryClient {
     this.blockRateLimitConfiguration = this.blockRateLimitConfiguration.bind(this);
     this.liquidationsConfiguration = this.liquidationsConfiguration.bind(this);
     this.nextClobPairId = this.nextClobPairId.bind(this);
+    this.leverage = this.leverage.bind(this);
   }
   /* Queries a ClobPair by id. */
 
@@ -69,5 +70,12 @@ export class LCDQueryClient {
     const endpoint = `dydxprotocol/clob/next_clob_pair_id`;
     return await this.req.get<QueryNextClobPairIdResponseSDKType>(endpoint);
   }
+  /* Queries leverage for a subaccount. */
+
+
+  async leverage(params: QueryLeverageRequest): Promise<QueryLeverageResponseSDKType> {
+    const endpoint = `dydxprotocol/clob/leverage/${params.owner}/${params.number}`;
+    return await this.req.get<QueryLeverageResponseSDKType>(endpoint);
+  }
 
 }

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.rpc.Query.ts

@@ -1,7 +1,7 @@
 import { Rpc } from "../../helpers";
 import * as _m0 from "protobufjs/minimal";
 import { QueryClient, createProtobufRpcClient } from "@cosmjs/stargate";
-import { QueryGetClobPairRequest, QueryClobPairResponse, QueryAllClobPairRequest, QueryClobPairAllResponse, MevNodeToNodeCalculationRequest, MevNodeToNodeCalculationResponse, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponse, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponse, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponse, QueryStatefulOrderRequest, QueryStatefulOrderResponse, QueryNextClobPairIdRequest, QueryNextClobPairIdResponse, StreamOrderbookUpdatesRequest, StreamOrderbookUpdatesResponse } from "./query";
+import { QueryGetClobPairRequest, QueryClobPairResponse, QueryAllClobPairRequest, QueryClobPairAllResponse, MevNodeToNodeCalculationRequest, MevNodeToNodeCalculationResponse, QueryEquityTierLimitConfigurationRequest, QueryEquityTierLimitConfigurationResponse, QueryBlockRateLimitConfigurationRequest, QueryBlockRateLimitConfigurationResponse, QueryLiquidationsConfigurationRequest, QueryLiquidationsConfigurationResponse, QueryStatefulOrderRequest, QueryStatefulOrderResponse, QueryNextClobPairIdRequest, QueryNextClobPairIdResponse, QueryLeverageRequest, QueryLeverageResponse, StreamOrderbookUpdatesRequest, StreamOrderbookUpdatesResponse } from "./query";
 /** Query defines the gRPC querier service. */
 
 export interface Query {
@@ -28,6 +28,9 @@ export interface Query {
   /** Queries the next clob pair id. */
 
   nextClobPairId(request?: QueryNextClobPairIdRequest): Promise<QueryNextClobPairIdResponse>;
+  /** Queries leverage for a subaccount. */
+
+  leverage(request: QueryLeverageRequest): Promise<QueryLeverageResponse>;
   /**
    * Streams orderbook updates. Updates contain orderbook data
    * such as order placements, updates, and fills.
@@ -48,6 +51,7 @@ export class QueryClientImpl implements Query {
     this.liquidationsConfiguration = this.liquidationsConfiguration.bind(this);
     this.statefulOrder = this.statefulOrder.bind(this);
     this.nextClobPairId = this.nextClobPairId.bind(this);
+    this.leverage = this.leverage.bind(this);
     this.streamOrderbookUpdates = this.streamOrderbookUpdates.bind(this);
   }
 
@@ -101,6 +105,12 @@ export class QueryClientImpl implements Query {
     return promise.then(data => QueryNextClobPairIdResponse.decode(new _m0.Reader(data)));
   }
 
+  leverage(request: QueryLeverageRequest): Promise<QueryLeverageResponse> {
+    const data = QueryLeverageRequest.encode(request).finish();
+    const promise = this.rpc.request("dydxprotocol.clob.Query", "Leverage", data);
+    return promise.then(data => QueryLeverageResponse.decode(new _m0.Reader(data)));
+  }
+
   streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse> {
     const data = StreamOrderbookUpdatesRequest.encode(request).finish();
     const promise = this.rpc.request("dydxprotocol.clob.Query", "StreamOrderbookUpdates", data);
@@ -144,6 +154,10 @@ export const createRpcQueryExtension = (base: QueryClient) => {
       return queryService.nextClobPairId(request);
     },
 
+    leverage(request: QueryLeverageRequest): Promise<QueryLeverageResponse> {
+      return queryService.leverage(request);
+    },
+
     streamOrderbookUpdates(request: StreamOrderbookUpdatesRequest): Promise<StreamOrderbookUpdatesResponse> {
       return queryService.streamOrderbookUpdates(request);
     }

indexer/packages/v4-protos/src/codegen/dydxprotocol/clob/query.ts

@@ -264,6 +264,54 @@ export interface QueryNextClobPairIdResponseSDKType {
   /** QueryNextClobPairIdResponse is a response message for the next clob pair id */
   next_clob_pair_id: number;
 }
+/** QueryLeverageRequest is a request message for Leverage. */
+
+export interface QueryLeverageRequest {
+  /** The address of the wallet that owns the subaccount. */
+  owner: string;
+  /** The unique number of the subaccount for the owner. */
+
+  number: number;
+}
+/** QueryLeverageRequest is a request message for Leverage. */
+
+export interface QueryLeverageRequestSDKType {
+  /** The address of the wallet that owns the subaccount. */
+  owner: string;
+  /** The unique number of the subaccount for the owner. */
+
+  number: number;
+}
+/** QueryLeverageResponse is a response message that contains the leverage map. */
+
+export interface QueryLeverageResponse {
+  /** List of clob pair leverage settings. */
+  clobPairLeverage: ClobPairLeverageInfo[];
+}
+/** QueryLeverageResponse is a response message that contains the leverage map. */
+
+export interface QueryLeverageResponseSDKType {
+  /** List of clob pair leverage settings. */
+  clob_pair_leverage: ClobPairLeverageInfoSDKType[];
+}
+/** ClobPairLeverageInfo represents the leverage setting for a single clob pair. */
+
+export interface ClobPairLeverageInfo {
+  /** The clob pair ID. */
+  clobPairId: number;
+  /** The leverage amount. */
+
+  leverage: number;
+}
+/** ClobPairLeverageInfo represents the leverage setting for a single clob pair. */
+
+export interface ClobPairLeverageInfoSDKType {
+  /** The clob pair ID. */
+  clob_pair_id: number;
+  /** The leverage amount. */
+
+  leverage: number;
+}
 /**
  * StreamOrderbookUpdatesRequest is a request message for the
  * StreamOrderbookUpdates method.
@@ -1308,6 +1356,161 @@ export const QueryNextClobPairIdResponse = {
 
 };
 
+function createBaseQueryLeverageRequest(): QueryLeverageRequest {
+  return {
+    owner: "",
+    number: 0
+  };
+}
+
+export const QueryLeverageRequest = {
+  encode(message: QueryLeverageRequest, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.owner !== "") {
+      writer.uint32(10).string(message.owner);
+    }
+
+    if (message.number !== 0) {
+      writer.uint32(16).uint32(message.number);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): QueryLeverageRequest {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseQueryLeverageRequest();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.owner = reader.string();
+          break;
+
+        case 2:
+          message.number = reader.uint32();
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<QueryLeverageRequest>): QueryLeverageRequest {
+    const message = createBaseQueryLeverageRequest();
+    message.owner = object.owner ?? "";
+    message.number = object.number ?? 0;
+    return message;
+  }
+
+};
+
+function createBaseQueryLeverageResponse(): QueryLeverageResponse {
+  return {
+    clobPairLeverage: []
+  };
+}
+
+export const QueryLeverageResponse = {
+  encode(message: QueryLeverageResponse, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    for (const v of message.clobPairLeverage) {
+      ClobPairLeverageInfo.encode(v!, writer.uint32(10).fork()).ldelim();
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): QueryLeverageResponse {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseQueryLeverageResponse();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.clobPairLeverage.push(ClobPairLeverageInfo.decode(reader, reader.uint32()));
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<QueryLeverageResponse>): QueryLeverageResponse {
+    const message = createBaseQueryLeverageResponse();
+    message.clobPairLeverage = object.clobPairLeverage?.map(e => ClobPairLeverageInfo.fromPartial(e)) || [];
+    return message;
+  }
+
+};
+
+function createBaseClobPairLeverageInfo(): ClobPairLeverageInfo {
+  return {
+    clobPairId: 0,
+    leverage: 0
+  };
+}
+
+export const ClobPairLeverageInfo = {
+  encode(message: ClobPairLeverageInfo, writer: _m0.Writer = _m0.Writer.create()): _m0.Writer {
+    if (message.clobPairId !== 0) {
+      writer.uint32(8).uint32(message.clobPairId);
+    }
+
+    if (message.leverage !== 0) {
+      writer.uint32(16).uint32(message.leverage);
+    }
+
+    return writer;
+  },
+
+  decode(input: _m0.Reader | Uint8Array, length?: number): ClobPairLeverageInfo {
+    const reader = input instanceof _m0.Reader ? input : new _m0.Reader(input);
+    let end = length === undefined ? reader.len : reader.pos + length;
+    const message = createBaseClobPairLeverageInfo();
+
+    while (reader.pos < end) {
+      const tag = reader.uint32();
+
+      switch (tag >>> 3) {
+        case 1:
+          message.clobPairId = reader.uint32();
+          break;
+
+        case 2:
+          message.leverage = reader.uint32();
+          break;
+
+        default:
+          reader.skipType(tag & 7);
+          break;
+      }
+    }
+
+    return message;
+  },
+
+  fromPartial(object: DeepPartial<ClobPairLeverageInfo>): ClobPairLeverageInfo {
+    const message = createBaseClobPairLeverageInfo();
+    message.clobPairId = object.clobPairId ?? 0;
+    message.leverage = object.leverage ?? 0;
+    return message;
+  }
+
+};
+
 function createBaseStreamOrderbookUpdatesRequest(): StreamOrderbookUpdatesRequest {
   return {
     clobPairId: [],