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[ENG-1102] Setup Indexer Endpoints for TWAP Orders/Fills #3242

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merged 5 commits into from
Nov 6, 2025
Merged

[ENG-1102] Setup Indexer Endpoints for TWAP Orders/Fills #3242

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bf64ca5
twap type fields comlink
anmolagrawal345 Oct 22, 2025
c66ba73
fix linting issues
anmolagrawal345 Nov 5, 2025
83a1f18
deploy to dev
anmolagrawal345 Nov 5, 2025
2e227f4
support repeated form for params in sanitize
anmolagrawal345 Nov 5, 2025
5ef72c1
remove branch from yml
anmolagrawal345 Nov 6, 2025
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16 changes: 13 additions & 3 deletions indexer/packages/postgres/src/stores/fill-table.ts
View file
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,7 @@ import { getUuid } from '../helpers/uuid';
import { getSubaccountQueryForParent } from '../lib/parent-subaccount-helpers';
import FillModel from '../models/fill-model';
import {
CostOfFills,
FillColumns,
FillCreateObject,
FillFromDatabase,
Expand All @@ -26,7 +27,6 @@ import {
OrderedFillsWithFundingIndices,
Ordering,
OrderSide,
CostOfFills,
PaginationFromDatabase,
QueryableField,
QueryConfig,
Expand Down Expand Up @@ -96,6 +96,8 @@ export async function findAll(
side,
liquidity,
type,
includeTypes,
excludeTypes,
clobPairId,
eventId,
transactionHash,
Expand Down Expand Up @@ -165,6 +167,14 @@ export async function findAll(
baseQuery = baseQuery.where(FillColumns.type, type);
}

if (includeTypes !== undefined && includeTypes.length > 0) {
baseQuery = baseQuery.whereIn(FillColumns.type, includeTypes);
}

if (excludeTypes !== undefined && excludeTypes.length > 0) {
baseQuery = baseQuery.whereNotIn(FillColumns.type, excludeTypes);
}

if (clobPairId !== undefined) {
baseQuery = baseQuery.where(FillColumns.clobPairId, clobPairId);
}
Expand Down Expand Up @@ -246,8 +256,8 @@ export async function update(
): Promise<FillFromDatabase | undefined> {
const fill = await FillModel.query(
Transaction.get(options.txId),
// TODO fix expression typing so we dont have to use any
// eslint-disable-next-line @typescript-eslint/no-explicit-any
// TODO fix expression typing so we dont have to use any
// eslint-disable-next-line @typescript-eslint/no-explicit-any
).findById(fields.id).patch(fields as any).returning('*');
// The objection types mistakenly think the query returns an array of fills.
return fill as unknown as (FillFromDatabase | undefined);
Expand Down
10 changes: 10 additions & 0 deletions indexer/packages/postgres/src/stores/order-table.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -65,6 +65,8 @@ export async function findAll(
totalFilled,
price,
type,
includeTypes,
excludeTypes,
statuses,
reduceOnly,
orderFlags,
Expand Down Expand Up @@ -153,6 +155,14 @@ export async function findAll(
baseQuery = baseQuery.where(OrderColumns.type, type);
}

if (includeTypes !== undefined && includeTypes.length > 0) {
baseQuery = baseQuery.whereIn(OrderColumns.type, includeTypes);
}

if (excludeTypes !== undefined && excludeTypes.length > 0) {
baseQuery = baseQuery.whereNotIn(OrderColumns.type, excludeTypes);
}

if (statuses !== undefined) {
baseQuery = baseQuery.whereIn(OrderColumns.status, statuses);
}
Expand Down
10 changes: 8 additions & 2 deletions indexer/packages/postgres/src/types/query-types.ts
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
/* ------- QUERY TYPES ------- */

import { CandleResolution } from './candle-types';
import { Liquidity } from './fill-types';
import { FillType, Liquidity } from './fill-types';
import { OrderSide, OrderStatus, OrderType } from './order-types';
import { PerpetualPositionStatus } from './perpetual-position-types';
import { PositionSide } from './position-types';
Expand Down Expand Up @@ -29,6 +29,8 @@ export enum QueryableField {
TYPE = 'type',
STATUS = 'status',
STATUSES = 'statuses',
INCLUDE_TYPES = 'includeTypes',
EXCLUDE_TYPES = 'excludeTypes',
POST_ONLY = 'postOnly',
REDUCE_ONLY = 'reduceOnly',
PERPETUAL_ID = 'perpetualId',
Expand Down Expand Up @@ -149,6 +151,8 @@ export interface OrderQueryConfig extends QueryConfig {
[QueryableField.TOTAL_FILLED]?: string,
[QueryableField.PRICE]?: string,
[QueryableField.TYPE]?: OrderType,
[QueryableField.INCLUDE_TYPES]?: OrderType[],
[QueryableField.EXCLUDE_TYPES]?: OrderType[],
[QueryableField.STATUSES]?: OrderStatus[],
[QueryableField.POST_ONLY]?: boolean,
[QueryableField.REDUCE_ONLY]?: boolean,
Expand All @@ -173,7 +177,9 @@ export interface FillQueryConfig extends QueryConfig {
[QueryableField.SUBACCOUNT_ID]?: string[],
[QueryableField.SIDE]?: OrderSide,
[QueryableField.LIQUIDITY]?: Liquidity,
[QueryableField.TYPE]?: OrderType,
[QueryableField.TYPE]?: FillType,
[QueryableField.INCLUDE_TYPES]?: FillType[],
[QueryableField.EXCLUDE_TYPES]?: FillType[],
[QueryableField.CLOB_PAIR_ID]?: string,
[QueryableField.EVENT_ID]?: Buffer,
[QueryableField.TRANSACTION_HASH]?: string,
Expand Down
73 changes: 73 additions & 0 deletions indexer/services/comlink/public/api-documentation.md
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Original file line number Diff line number Diff line change
Expand Up @@ -1253,6 +1253,8 @@ fetch(`${baseURL}/fills?address=string&subaccountNumber=0.1`,
|subaccountNumber|query|number(double)|true|none|
|market|query|string|false|none|
|marketType|query|[MarketType](#schemamarkettype)|false|none|
|includeTypes|query|array[string]|false|none|
|excludeTypes|query|array[string]|false|none|
|limit|query|number(double)|false|none|
|createdBeforeOrAtHeight|query|number(double)|false|none|
|createdBeforeOrAt|query|[IsoString](#schemaisostring)|false|none|
Expand All @@ -1264,6 +1266,18 @@ fetch(`${baseURL}/fills?address=string&subaccountNumber=0.1`,
|---|---|
|marketType|PERPETUAL|
|marketType|SPOT|
|includeTypes|LIMIT|
|includeTypes|LIQUIDATED|
|includeTypes|LIQUIDATION|
|includeTypes|DELEVERAGED|
|includeTypes|OFFSETTING|
|includeTypes|TWAP_SUBORDER|
|excludeTypes|LIMIT|
|excludeTypes|LIQUIDATED|
|excludeTypes|LIQUIDATION|
|excludeTypes|DELEVERAGED|
|excludeTypes|OFFSETTING|
|excludeTypes|TWAP_SUBORDER|

> Example responses

Expand Down Expand Up @@ -1366,9 +1380,28 @@ fetch(`${baseURL}/fills/parentSubaccount?address=string&parentSubaccountNumber=0
|---|---|---|---|---|
|address|query|string|true|none|
|parentSubaccountNumber|query|number(double)|true|none|
|includeTypes|query|array[string]|false|none|
|excludeTypes|query|array[string]|false|none|
|limit|query|number(double)|false|none|
|page|query|number(double)|false|none|

#### Enumerated Values

|Parameter|Value|
|---|---|
|includeTypes|LIMIT|
|includeTypes|LIQUIDATED|
|includeTypes|LIQUIDATION|
|includeTypes|DELEVERAGED|
|includeTypes|OFFSETTING|
|includeTypes|TWAP_SUBORDER|
|excludeTypes|LIMIT|
|excludeTypes|LIQUIDATED|
|excludeTypes|LIQUIDATION|
|excludeTypes|DELEVERAGED|
|excludeTypes|OFFSETTING|
|excludeTypes|TWAP_SUBORDER|

> Example responses

> 200 Response
Expand Down Expand Up @@ -2279,6 +2312,8 @@ fetch(`${baseURL}/orders?address=string&subaccountNumber=0.1`,
|ticker|query|string|false|none|
|side|query|[OrderSide](#schemaorderside)|false|none|
|type|query|[OrderType](#schemaordertype)|false|none|
|includeTypes|query|array[string]|false|none|
|excludeTypes|query|array[string]|false|none|
|status|query|array[any]|false|none|
|goodTilBlockBeforeOrAt|query|number(double)|false|none|
|goodTilBlockAfter|query|number(double)|false|none|
Expand All @@ -2301,6 +2336,24 @@ fetch(`${baseURL}/orders?address=string&subaccountNumber=0.1`,
|type|TAKE_PROFIT_MARKET|
|type|TWAP|
|type|TWAP_SUBORDER|
|includeTypes|LIMIT|
|includeTypes|MARKET|
|includeTypes|STOP_LIMIT|
|includeTypes|STOP_MARKET|
|includeTypes|TRAILING_STOP|
|includeTypes|TAKE_PROFIT|
|includeTypes|TAKE_PROFIT_MARKET|
|includeTypes|TWAP|
|includeTypes|TWAP_SUBORDER|
|excludeTypes|LIMIT|
|excludeTypes|MARKET|
|excludeTypes|STOP_LIMIT|
|excludeTypes|STOP_MARKET|
|excludeTypes|TRAILING_STOP|
|excludeTypes|TAKE_PROFIT|
|excludeTypes|TAKE_PROFIT_MARKET|
|excludeTypes|TWAP|
|excludeTypes|TWAP_SUBORDER|

> Example responses

Expand Down Expand Up @@ -2492,6 +2545,8 @@ fetch(`${baseURL}/orders/parentSubaccountNumber?address=string&parentSubaccountN
|ticker|query|string|false|none|
|side|query|[OrderSide](#schemaorderside)|false|none|
|type|query|[OrderType](#schemaordertype)|false|none|
|includeTypes|query|array[string]|false|none|
|excludeTypes|query|array[string]|false|none|
|status|query|array[any]|false|none|
|goodTilBlockBeforeOrAt|query|number(double)|false|none|
|goodTilBlockAfter|query|number(double)|false|none|
Expand All @@ -2514,6 +2569,24 @@ fetch(`${baseURL}/orders/parentSubaccountNumber?address=string&parentSubaccountN
|type|TAKE_PROFIT_MARKET|
|type|TWAP|
|type|TWAP_SUBORDER|
|includeTypes|LIMIT|
|includeTypes|MARKET|
|includeTypes|STOP_LIMIT|
|includeTypes|STOP_MARKET|
|includeTypes|TRAILING_STOP|
|includeTypes|TAKE_PROFIT|
|includeTypes|TAKE_PROFIT_MARKET|
|includeTypes|TWAP|
|includeTypes|TWAP_SUBORDER|
|excludeTypes|LIMIT|
|excludeTypes|MARKET|
|excludeTypes|STOP_LIMIT|
|excludeTypes|STOP_MARKET|
|excludeTypes|TRAILING_STOP|
|excludeTypes|TAKE_PROFIT|
|excludeTypes|TAKE_PROFIT_MARKET|
|excludeTypes|TWAP|
|excludeTypes|TWAP_SUBORDER|

> Example responses

Expand Down
88 changes: 88 additions & 0 deletions indexer/services/comlink/public/swagger.json
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Original file line number Diff line number Diff line change
Expand Up @@ -2508,6 +2508,28 @@
"$ref": "#/components/schemas/MarketType"
}
},
{
"in": "query",
"name": "includeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/FillType"
}
}
},
{
"in": "query",
"name": "excludeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/FillType"
}
}
},
{
"in": "query",
"name": "limit",
Expand Down Expand Up @@ -2580,6 +2602,28 @@
"type": "number"
}
},
{
"in": "query",
"name": "includeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/FillType"
}
}
},
{
"in": "query",
"name": "excludeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/FillType"
}
}
},
{
"in": "query",
"name": "limit",
Expand Down Expand Up @@ -3205,6 +3249,28 @@
"$ref": "#/components/schemas/OrderType"
}
},
{
"in": "query",
"name": "includeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/OrderType"
}
}
},
{
"in": "query",
"name": "excludeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/OrderType"
}
}
},
{
"in": "query",
"name": "status",
Expand Down Expand Up @@ -3331,6 +3397,28 @@
"$ref": "#/components/schemas/OrderType"
}
},
{
"in": "query",
"name": "includeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/OrderType"
}
}
},
{
"in": "query",
"name": "excludeTypes",
"required": false,
"schema": {
"type": "array",
"items": {
"$ref": "#/components/schemas/OrderType"
}
}
},
{
"in": "query",
"name": "status",
Expand Down
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