[ENG-1102] Setup Indexer Endpoints for TWAP Orders/Fills #3242
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WalkthroughThis PR adds optional type-based filtering parameters ( Changes
Sequence Diagram(s)sequenceDiagram
participant Client
participant Router
participant Controller
participant Validator
participant Store
participant Database
Client->>Router: GET /fills?includeTypes=TWAP_SUBORDER&excludeTypes=DELEVERAGED
Router->>Controller: parsed params (includeTypes, excludeTypes, ...)
Controller->>Validator: sanitizeArray + validateArray(includeTypes/excludeTypes)
Validator-->>Controller: validated arrays
alt valid
Controller->>Store: findAll({ ..., includeTypes, excludeTypes })
Store->>Database: SELECT ... WHERE type IN (...) AND type NOT IN (...)
Database-->>Store: rows
Store-->>Controller: results
Controller-->>Client: 200 JSON
else invalid
Controller-->>Client: 400 Validation Error
end
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⚠️ Outside diff range comments (1)
indexer/services/comlink/src/controllers/api/v4/orders-controller.ts (1)
444-500: Parameter filters are ANDed together, causing conflicts when type, includeTypes, and excludeTypes are combined.The database layer applies all three filters sequentially via AND logic (indexer/packages/postgres/src/stores/order-table.ts lines 154-164):
typeproducesWHERE type = ?includeTypesproducesWHERE type IN (?)excludeTypesproducesWHERE type NOT IN (?)Specifying conflicting parameters (e.g.,
type=LIMIT+includeTypes=[MARKET]) creates an impossible condition that returns no results. Since the type definitions (indexer/services/comlink/src/types.ts lines 549-551) allow all three to be optional and simultaneously specified, there's no validation preventing this.Recommend either:
- Add validation to reject conflicting parameter combinations, or
- Document that
typeis ignored ifincludeTypes/excludeTypesare provided, or- Make these mutually exclusive at the schema level.
🧹 Nitpick comments (6)
indexer/packages/postgres/src/stores/fill-table.ts (2)
166-176: Define and enforce filter precedence to avoid accidental empty sets.Currently the code applies:
where(type = X)whentypeis set- AND
whereIn(type IN includeTypes)when provided- AND
whereNotIn(type NOT IN excludeTypes)when providedThis silently intersects
typewithincludeTypes. If a caller passestype=LIMITandincludeTypes=['TWAP_SUBORDER'], the result is empty. If intended, document it; otherwise, prefer “includeTypes first, else type,” then applyexcludeTypes. Example refactor:- if (type !== undefined) { - baseQuery = baseQuery.where(FillColumns.type, type); - } - - if (includeTypes !== undefined && includeTypes.length > 0) { - baseQuery = baseQuery.whereIn(FillColumns.type, includeTypes); - } + if (includeTypes !== undefined && includeTypes.length > 0) { + baseQuery = baseQuery.whereIn(FillColumns.type, includeTypes); + } else if (type !== undefined) { + baseQuery = baseQuery.where(FillColumns.type, type); + } if (excludeTypes !== undefined && excludeTypes.length > 0) { baseQuery = baseQuery.whereNotIn(FillColumns.type, excludeTypes); }Please confirm desired semantics and whether any existing clients rely on intersection.
116-118: Nit: error message mentions “order query”.This is in a fills store; update the message to “fill query” for clarity.
- throw new Error('Cannot specify both subaccountId and parentSubaccount in order query'); + throw new Error('Cannot specify both subaccountId and parentSubaccount in fill query');indexer/packages/postgres/src/stores/order-table.ts (1)
158-164: Avoid surprising intersections; document precedence.Same concern as fills:
type+includeTypescurrently intersect. Either:
- Keep intersection and document in API docs; or
- Prefer
includeTypeswhen provided, elsetype, then applyexcludeTypes.Suggested tweak:
- if (type !== undefined) { - baseQuery = baseQuery.where(OrderColumns.type, type); - } - if (includeTypes !== undefined && includeTypes.length > 0) { + if (includeTypes !== undefined && includeTypes.length > 0) { baseQuery = baseQuery.whereIn(OrderColumns.type, includeTypes); - } - if (excludeTypes !== undefined && excludeTypes.length > 0) { + } else if (type !== undefined) { + baseQuery = baseQuery.where(OrderColumns.type, type); + } + if (excludeTypes !== undefined && excludeTypes.length > 0) { baseQuery = baseQuery.whereNotIn(OrderColumns.type, excludeTypes); }Add tests for: include-only, exclude-only, type+include (intersection/precedence), include+exclude overlap.
indexer/services/comlink/public/api-documentation.md (1)
1256-1281: Document precedence and array encoding for includeTypes/excludeTypes.Great that the params and enums are listed. Please add:
- Precedence: If
typeis also provided, do results equal intersection or doesincludeTypesoverride? State explicitly for orders and fills.- Array encoding examples: e.g.,
?includeTypes=LIMIT&includeTypes=TWAP_SUBORDERand/or?includeTypes=LIMIT,TWAP_SUBORDERbased on supported parser.Also applies to: 1383-1404, 2315-2357, 2548-2590
indexer/packages/postgres/src/types/query-types.ts (1)
154-156: Clarify and document precedence:typevsincludeTypes/excludeTypes.The implementation in
indexer/packages/postgres/src/stores/order-table.ts(lines 155–164) andfill-table.ts(lines 167–176) chainstype,includeTypes, andexcludeTypesas AND conditions. When all three are provided, they can conflict and produce empty result sets unintentionally. Document the intended semantics—e.g., "includeTypes/excludeTypes take precedence if provided, else fall back to type"—or add validation to enforce a single filtering mode.indexer/services/comlink/public/swagger.json (1)
3252-3273: Consider documenting parameter interaction.The addition of
includeTypesandexcludeTypesalongside the existingtypeparameter could be confusing for API consumers. While the PR description mentions potential future deprecation oftype, the current coexistence warrants clear documentation about:
- How these parameters interact when used together
- Which parameter takes precedence or how they combine
- Migration guidance for users of the
typeparameterConsider adding descriptions to these parameters in the OpenAPI spec to clarify their relationship.
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indexer/packages/postgres/src/stores/fill-table.ts(4 hunks)indexer/packages/postgres/src/stores/order-table.ts(2 hunks)indexer/packages/postgres/src/types/query-types.ts(4 hunks)indexer/services/comlink/public/api-documentation.md(7 hunks)indexer/services/comlink/public/swagger.json(4 hunks)indexer/services/comlink/src/controllers/api/v4/fills-controller.ts(13 hunks)indexer/services/comlink/src/controllers/api/v4/orders-controller.ts(18 hunks)indexer/services/comlink/src/types.ts(13 hunks)
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🧠 Learnings (2)
📓 Common learnings
Learnt from: anmolagrawal345
Repo: dydxprotocol/v4-chain PR: 2779
File: protocol/x/clob/keeper/msg_server_place_order.go:131-132
Timestamp: 2025-04-04T18:38:17.320Z
Learning: The indexer event for TWAP orders will be implemented in a later PR, separate from the initial TWAP order placement functionality implementation.
Learnt from: anmolagrawal345
Repo: dydxprotocol/v4-chain PR: 2780
File: protocol/x/clob/keeper/twap_order_state.go:137-138
Timestamp: 2025-04-15T16:57:26.546Z
Learning: TWAP order cancellations and expiries will be handled in a dedicated follow-up PR, separate from the initial implementation of TWAP order functionality in the end blocker.
Learnt from: hwray
Repo: dydxprotocol/v4-chain PR: 2597
File: indexer/services/ender/src/scripts/handlers/dydx_update_perpetual_v1_handler.sql:16-20
Timestamp: 2024-11-22T18:12:04.606Z
Learning: Avoid suggesting changes to deprecated functions such as `dydx_update_perpetual_v1_handler` in `indexer/services/ender/src/scripts/handlers/dydx_update_perpetual_v1_handler.sql` if they are unchanged in the PR.
📚 Learning: 2025-05-30T17:01:07.514Z
Learnt from: Kefancao
Repo: dydxprotocol/v4-chain PR: 2869
File: indexer/services/roundtable/src/scripts/update_funding_payments.sql:55-61
Timestamp: 2025-05-30T17:01:07.514Z
Learning: In the dydx v4-chain funding payment system, if a clob_pair_id from the fills table doesn't exist in the perpetual_markets table, it represents a data integrity issue and those records should not be processed for funding payments. The INNER JOIN between net fills and perpetual_markets is intentional and serves as a data validation filter to ensure only valid perpetual market records are included in funding payment calculations.
Applied to files:
indexer/services/comlink/src/controllers/api/v4/fills-controller.ts
🧬 Code graph analysis (4)
indexer/packages/postgres/src/types/query-types.ts (1)
protocol/x/clob/types/orderbook.go (1)
FillType(188-188)
indexer/services/comlink/src/controllers/api/v4/orders-controller.ts (7)
indexer/services/comlink/src/types.ts (1)
RedisOrderMap(391-391)indexer/packages/postgres/src/types/pagination-types.ts (1)
PaginationFromDatabase(1-6)indexer/packages/postgres/src/types/db-model-types.ts (1)
OrderFromDatabase(57-85)indexer/packages/postgres/src/types/websocket-message-types.ts (1)
APIOrderStatus(95-95)indexer/packages/postgres/src/types/utility-types.ts (1)
IsoString(4-4)indexer/services/comlink/src/helpers/redis/redis-controller.ts (1)
redisReadOnlyClient(23-23)indexer/services/comlink/src/request-helpers/sanitizers.ts (1)
sanitizeArray(9-24)
indexer/services/comlink/src/types.ts (2)
indexer/packages/postgres/src/types/db-model-types.ts (4)
SubaccountFromDatabase(22-27)AssetFromDatabase(151-157)CandleFromDatabase(204-218)VaultFromDatabase(324-330)protocol/x/clob/types/orderbook.go (1)
FillType(188-188)
indexer/services/comlink/src/controllers/api/v4/fills-controller.ts (4)
indexer/packages/postgres/src/types/utility-types.ts (1)
IsoString(4-4)indexer/packages/postgres/src/types/db-model-types.ts (1)
PerpetualMarketFromDatabase(87-106)indexer/services/comlink/src/request-helpers/sanitizers.ts (1)
sanitizeArray(9-24)indexer/services/comlink/src/types.ts (2)
FillRequest(499-505)ParentSubaccountFillRequest(507-513)
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🔇 Additional comments (18)
indexer/packages/postgres/src/types/query-types.ts (2)
32-33: Good addition to the query surface.Adding INCLUDE_TYPES and EXCLUDE_TYPES to QueryableField looks consistent with usage downstream.
180-183: No issues found; FillQueryConfig changes are correct.Verification confirms all upstream parsing and validation properly maps to
FillType:
fill-table.tsqueries useFillTypefor includeTypes/excludeTypes filteringfill-model.tsschema validatestypefield asFillTypeenumfills-controller.tsvalidates query parameters againstObject.values(FillType)- Orders remain separate and correctly use
OrderType, notFillType- All test fixtures consistently reference
FillTypevaluesindexer/packages/postgres/src/stores/fill-table.ts (2)
99-101: Param plumbing LGTM.
includeTypes/excludeTypesadded to the function signature is consistent with FillQueryConfig.
259-261: Leaving TODO as-is.Typing workaround acknowledged; no change required in this PR.
indexer/packages/postgres/src/stores/order-table.ts (1)
68-70: Signature update looks good.New fields thread through cleanly with existing options.
indexer/services/comlink/src/types.ts (2)
98-98: Unrelated/nit changes.These appear to be cosmetic or simple reformatting; no action needed.
Also applies to: 273-276, 303-303, 311-311, 401-401, 459-459, 481-481, 487-487, 524-524, 614-614, 722-722, 729-747
547-552: Order filters typed correctly with consistent array parsing and validation.
includeTypes?: OrderType[]andexcludeTypes?: OrderType[]properly align with store layer handling and are consistently validated viasanitizeArrayandvalidateArrayin the orders controller before propagation to OrderQueryConfig. Same pattern verified in fills controller.indexer/services/comlink/public/swagger.json (3)
2511-2532: LGTM! Well-structured parameter additions.The
includeTypesandexcludeTypesparameters are properly defined as optional array query parameters with correct schema references toFillType.
2605-2626: LGTM! Consistent with the main fills endpoint.Parameter definitions match the pattern established for
/fills, ensuring API consistency.
3400-3421: LGTM! Consistent with main orders endpoint.The parameter definitions maintain consistency with
/orders. The same considerations about thetypeparameter interaction mentioned in the previous comment apply here as well.indexer/services/comlink/src/controllers/api/v4/orders-controller.ts (4)
81-115: LGTM! Clean parameter propagation.The
includeTypesandexcludeTypesparameters are properly added to the function signature and correctly passed toorderQueryConfig. The Postgres layer will handle the actual filtering logic.
130-159: LGTM! Formatting improvement.The Promise.all restructuring enhances readability by placing type annotations on separate lines. No functional changes.
218-254: LGTM! Consistent parameter additions.The controller methods properly accept and forward the new filter parameters to
listOrdersCommon.
416-437: LGTM! Comprehensive validation.The validation schema properly sanitizes and validates
includeTypesandexcludeTypesagainst allowedOrderTypevalues with clear error messages.indexer/services/comlink/src/controllers/api/v4/fills-controller.ts (4)
61-128: LGTM! Clean parameter integration.The
includeTypesandexcludeTypesparameters are properly added to the method signature and correctly passed toFillTable.findAllfor database-level filtering.
130-192: LGTM! Consistent with main fills endpoint.Parameter additions mirror the pattern in
getFills, maintaining consistency across parent and child subaccount queries.
224-283: LGTM! Well-structured validation and request handling.The validation schemas and request handler properly implement the new filter parameters with:
- Correct sanitization via
sanitizeArray- Comprehensive validation against
FillTypevalues- Clear error messaging
- Proper parameter forwarding to the controller
332-383: LGTM! Maintains consistency.The parent subaccount endpoint validation and handler maintain the same high-quality pattern as the main fills endpoint.
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Actionable comments posted: 0
🧹 Nitpick comments (2)
indexer/services/comlink/src/request-helpers/sanitizers.ts (2)
15-21: Consider filtering out empty strings from array input.The array handling doesn't filter out empty strings. If query parameters are malformed (e.g.,
?includeTypes=&includeTypes=LIMIT), empty strings could make it into the result array and cause validation failures downstream.Apply this diff to filter empty strings:
// Handle array input (repeated query parameters: ?includeTypes=LIMIT&includeTypes=MARKET) if (Array.isArray(input)) { - if (input.length === 0) { + const filtered = input.filter((item) => item.trim() !== ''); + if (filtered.length === 0) { return null; } - return input.map((item) => item.toUpperCase()); + return filtered.map((item) => item.toUpperCase()); }
23-27: Consider trimming whitespace and filtering empty values from string input.The string handling doesn't trim whitespace around commas or filter empty values. This could lead to unexpected results:
'LIMIT, MARKET'→['LIMIT', ' MARKET'](leading space)'LIMIT,,MARKET'→['LIMIT', '', 'MARKET'](empty string)These could cause validation failures downstream.
Apply this diff to handle these edge cases:
// Handle string input (comma-separated: ?includeTypes=LIMIT,MARKET) if (input === '') { return null; } - return input.toUpperCase().split(','); + const values = input.toUpperCase().split(',').map((item) => item.trim()).filter((item) => item !== ''); + return values.length === 0 ? null : values;
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🧰 Additional context used
🧠 Learnings (1)
📓 Common learnings
Learnt from: anmolagrawal345
Repo: dydxprotocol/v4-chain PR: 2779
File: protocol/x/clob/keeper/msg_server_place_order.go:131-132
Timestamp: 2025-04-04T18:38:17.320Z
Learning: The indexer event for TWAP orders will be implemented in a later PR, separate from the initial TWAP order placement functionality implementation.
Learnt from: anmolagrawal345
Repo: dydxprotocol/v4-chain PR: 2780
File: protocol/x/clob/keeper/twap_order_state.go:137-138
Timestamp: 2025-04-15T16:57:26.546Z
Learning: TWAP order cancellations and expiries will be handled in a dedicated follow-up PR, separate from the initial implementation of TWAP order functionality in the end blocker.
Learnt from: hwray
Repo: dydxprotocol/v4-chain PR: 2597
File: indexer/services/ender/src/scripts/handlers/dydx_update_perpetual_v1_handler.sql:16-20
Timestamp: 2024-11-22T18:12:04.606Z
Learning: Avoid suggesting changes to deprecated functions such as `dydx_update_perpetual_v1_handler` in `indexer/services/ender/src/scripts/handlers/dydx_update_perpetual_v1_handler.sql` if they are unchanged in the PR.
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🔇 Additional comments (1)
indexer/services/comlink/src/request-helpers/sanitizers.ts (1)
11-13: LGTM! Good type handling for flexible query parameter formats.The function signature correctly handles both comma-separated strings and repeated query parameters, which aligns well with the PR's goal of adding flexible querying.
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Changelist
On the FE, we require more flexible querying for our orders/fills tables - specifically for the TWAP feature. This adds include/exclude type fields to the query endpoints to make it easy to configure which results we want.
For now, we can keep the original type parameter as is with an understanding that we could deprecate/migrate away from it.
Test Plan
[Describe how this PR was tested (if applicable)]
Author/Reviewer Checklist
state-breakinglabel.indexer-postgres-breakinglabel.PrepareProposalorProcessProposal, manually add the labelproposal-breaking.feature:[feature-name].backport/[branch-name].refactor,chore,bug.Summary by CodeRabbit
New Features
Behavior
Documentation
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