add batch cancel example (#223)

* add batch cancel example * add batch cancel docs * add `short_term_cancels` to documentation
dydxprotocol · Aug 26, 2024 · 2084731 · 2084731
1 parent 64a9e63
commit 2084731
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diff --git a/v4-client-js/examples/batch_cancel_orders_example.ts b/v4-client-js/examples/batch_cancel_orders_example.ts
@@ -0,0 +1,130 @@
+import _ from 'lodash';
+
+import { BECH32_PREFIX, Order_TimeInForce } from '../src';
+import { CompositeClient, OrderBatchWithMarketId } from '../src/clients/composite-client';
+import { Network, OrderSide } from '../src/clients/constants';
+import LocalWallet from '../src/clients/modules/local-wallet';
+import { SubaccountInfo } from '../src/clients/subaccount';
+import { randomInt, sleep } from '../src/lib/utils';
+import { DYDX_TEST_MNEMONIC, MAX_CLIENT_ID } from './constants';
+
+type OrderInfo = {
+  marketId: string;
+  clientId: number;
+  side: OrderSide;
+  price: number;
+  size: number;
+};
+
+const generateShortTermOrdersInfo = (): OrderInfo[] => [
+  {
+    marketId: 'ETH-USD',
+    clientId: randomInt(MAX_CLIENT_ID),
+    side: OrderSide.SELL,
+    price: 4000,
+    size: 0.01,
+  },
+  {
+    marketId: 'ETH-USD',
+    clientId: randomInt(MAX_CLIENT_ID),
+    side: OrderSide.SELL,
+    price: 4200,
+    size: 0.02,
+  },
+  {
+    marketId: 'BTC-USD',
+    clientId: randomInt(MAX_CLIENT_ID),
+    side: OrderSide.BUY,
+    price: 40000,
+    size: 0.01,
+  },
+];
+
+const generateBatchCancelShortTermOrders = (ordersInfo: OrderInfo[]): OrderBatchWithMarketId[] => {
+  const ordersGroupedByMarketIds = _.groupBy(ordersInfo, (info) => info.marketId);
+  return Object.keys(ordersGroupedByMarketIds).map((marketId) => ({
+    marketId,
+    clientIds: ordersGroupedByMarketIds[marketId].map((info) => info.clientId),
+  }));
+};
+
+async function test(): Promise<void> {
+  try {
+    const wallet = await LocalWallet.fromMnemonic(DYDX_TEST_MNEMONIC, BECH32_PREFIX);
+    console.log('**Wallet**', wallet);
+
+    const network = Network.testnet();
+    const client = await CompositeClient.connect(network);
+    console.log('**Client**', client);
+
+    const subaccount = new SubaccountInfo(wallet, 0);
+    const currentBlock = await client.validatorClient.get.latestBlockHeight();
+    const goodTilBlock = currentBlock + 10;
+
+    const shortTermOrdersInfo = generateShortTermOrdersInfo();
+    await placeShortTermOrders(client, subaccount, shortTermOrdersInfo, goodTilBlock);
+    await sleep(5000);
+    await batchCancelOrders(client, subaccount, shortTermOrdersInfo, goodTilBlock);
+  } catch (error) {
+    console.error('**Test Failed**', error.message);
+  }
+}
+
+const placeShortTermOrders = async (
+  client: CompositeClient,
+  subaccount: SubaccountInfo,
+  shortTermOrdersInfo: OrderInfo[],
+  goodTilBlock: number,
+): Promise<void> => {
+  const orderPromises = shortTermOrdersInfo.map(async (order) => {
+    try {
+      const tx = await client.placeShortTermOrder(
+        subaccount,
+        order.marketId,
+        order.side,
+        order.price,
+        order.size,
+        order.clientId,
+        goodTilBlock,
+        Order_TimeInForce.TIME_IN_FORCE_UNSPECIFIED,
+        false,
+      );
+      console.log('**Short Term Order Tx**', tx.hash);
+    } catch (error) {
+      console.error(
+        `**Short Term Order Failed for Market ${order.marketId}, Client ID ${order.clientId}**`,
+        error.message,
+      );
+    }
+  });
+
+  // Wait for all order placements to complete
+  await Promise.all(orderPromises);
+}
+
+const batchCancelOrders = async (
+  client: CompositeClient,
+  subaccount: SubaccountInfo,
+  shortTermOrdersInfo: OrderInfo[],
+  goodTilBlock: number,
+): Promise<void> => {
+  const shortTermOrdersPayload = generateBatchCancelShortTermOrders(shortTermOrdersInfo);
+  try {
+    const tx = await client.batchCancelShortTermOrdersWithMarketId(
+      subaccount,
+      shortTermOrdersPayload,
+      goodTilBlock + 10,
+    );
+    console.log('**Batch Cancel Short Term Orders Tx**', tx);
+  } catch (error) {
+    console.error('**Batch Cancel Short Term Orders Failed**', error.message);
+  }
+}
+
+test()
+  .then(() => {
+    console.log('**Batch Cancel Test Completed Successfully**');
+  })
+  .catch((error) => {
+    console.error('**Batch Cancel Test Execution Error**', error.message);
+  });
diff --git a/v4-client-js/src/clients/composite-client.ts b/v4-client-js/src/clients/composite-client.ts
@@ -40,7 +40,7 @@ import { UserError } from './lib/errors';
 import { generateRegistry } from './lib/registry';
 import LocalWallet from './modules/local-wallet';
 import { SubaccountInfo } from './subaccount';
-import { BroadcastMode } from './types';
+import { BroadcastMode, OrderBatch } from './types';
 import { ValidatorClient } from './validator-client';
 
 // Required for encoding and decoding queries that are of type Long.
@@ -58,6 +58,12 @@ export interface MarketInfo {
   subticksPerTick: number;
 }
 
+export interface OrderBatchWithMarketId {
+  marketId: string;
+  clobPairId?: number;
+  clientIds: number[];
+}
+
 export class CompositeClient {
   public readonly network: Network;
   public gasDenom: SelectedGasDenom = SelectedGasDenom.USDC;
@@ -696,6 +702,57 @@ export class CompositeClient {
     );
   }
 
+  /**
+ * @description Batch cancel short term orders using marketId to clobPairId translation.
+ *
+ * @param subaccount The subaccount to cancel the order from
+ * @param shortTermOrders The list of short term order batches to cancel with marketId
+ * @param goodTilBlock The goodTilBlock of the order to cancel
+ * @returns The transaction hash.
+ */
+async batchCancelShortTermOrdersWithMarketId(
+  subaccount: SubaccountInfo,
+  shortTermOrders: OrderBatchWithMarketId[],
+  goodTilBlock: number,
+): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
+  const orderBatches = await Promise.all(
+    shortTermOrders.map(async ({ marketId, clobPairId, clientIds }) => {
+      const finalClobPairId = (
+        clobPairId ??
+        (await this.indexerClient.markets.getPerpetualMarkets(marketId)).markets[marketId]
+      ).clobPairId;
+
+      return { clobPairId: finalClobPairId, clientIds };
+    })
+  );
+
+  return this.validatorClient.post.batchCancelShortTermOrders(
+    subaccount,
+    orderBatches,
+    goodTilBlock,
+  );
+}
+
+  /**
+   * @description Batch cancel short term orders using clobPairId.
+   *
+   * @param subaccount The subaccount to cancel the order from
+   * @param shortTermOrders The list of short term order batches to cancel with clobPairId
+   * @param goodTilBlock The goodTilBlock of the order to cancel
+   * @returns The transaction hash.
+   */
+  async batchCancelShortTermOrdersWithClobPairId(
+    subaccount: SubaccountInfo,
+    shortTermOrders: OrderBatch[],
+    goodTilBlock: number,
+  ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
+    return this.validatorClient.post.batchCancelShortTermOrders(
+      subaccount,
+      shortTermOrders,
+      goodTilBlock,
+    );
+  }
+
   /**
    * @description Transfer from a subaccount to another subaccount
    *

diff --git a/v4-client-js/src/clients/constants.ts b/v4-client-js/src/clients/constants.ts
@@ -75,6 +75,7 @@ export const TYPE_URL_MSG_SUBMIT_PROPOSAL = '/cosmos.gov.v1.MsgSubmitProposal';
 // x/clob
 export const TYPE_URL_MSG_PLACE_ORDER = '/dydxprotocol.clob.MsgPlaceOrder';
 export const TYPE_URL_MSG_CANCEL_ORDER = '/dydxprotocol.clob.MsgCancelOrder';
+export const TYPE_URL_BATCH_CANCEL = '/dydxprotocol.clob.MsgBatchCancel';
 export const TYPE_URL_MSG_CREATE_CLOB_PAIR = '/dydxprotocol.clob.MsgCreateClobPair';
 export const TYPE_URL_MSG_UPDATE_CLOB_PAIR = '/dydxprotocol.clob.MsgUpdateClobPair';
 
@@ -101,7 +102,7 @@ export const TYPE_URL_MSG_UNDELEGATE = '/cosmos.staking.v1beta1.MsgUndelegate';
 export const TYPE_URL_MSG_WITHDRAW_DELEGATOR_REWARD =
   '/cosmos.distribution.v1beta1.MsgWithdrawDelegatorReward';
 
-  // ------------ Chain Constants ------------
+// ------------ Chain Constants ------------
 // The following are same across different networks / deployments.
 export const GOV_MODULE_ADDRESS = 'dydx10d07y265gmmuvt4z0w9aw880jnsr700jnmapky';
 export const DELAYMSG_MODULE_ADDRESS = 'dydx1mkkvp26dngu6n8rmalaxyp3gwkjuzztq5zx6tr';

diff --git a/v4-client-js/src/clients/lib/registry.ts b/v4-client-js/src/clients/lib/registry.ts
@@ -5,6 +5,7 @@ import {
   MsgCancelOrder,
   MsgCreateClobPair,
   MsgUpdateClobPair,
+  MsgBatchCancel,
 } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/tx';
 import { MsgDelayMessage } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/delaymsg/tx';
 import { MsgCreatePerpetual } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/perpetuals/tx';
@@ -26,6 +27,7 @@ import {
   TYPE_URL_MSG_CREATE_TRANSFER,
   TYPE_URL_MSG_WITHDRAW_FROM_SUBACCOUNT,
   TYPE_URL_MSG_DEPOSIT_TO_SUBACCOUNT,
+  TYPE_URL_BATCH_CANCEL,
 } from '../constants';
 
 export const registry: ReadonlyArray<[string, GeneratedType]> = [];
@@ -34,6 +36,7 @@ export function generateRegistry(): Registry {
     // clob
     [TYPE_URL_MSG_PLACE_ORDER, MsgPlaceOrder as GeneratedType],
     [TYPE_URL_MSG_CANCEL_ORDER, MsgCancelOrder as GeneratedType],
+    [TYPE_URL_BATCH_CANCEL, MsgBatchCancel as GeneratedType],
     [TYPE_URL_MSG_CREATE_CLOB_PAIR, MsgCreateClobPair as GeneratedType],
     [TYPE_URL_MSG_UPDATE_CLOB_PAIR, MsgUpdateClobPair as GeneratedType],
 

diff --git a/v4-client-js/src/clients/modules/composer.ts b/v4-client-js/src/clients/modules/composer.ts
@@ -9,8 +9,10 @@ import {
 } from '@dydxprotocol/v4-proto/src/codegen/cosmos/staking/v1beta1/tx';
 import { ClobPair_Status } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/clob_pair';
 import {
+  MsgBatchCancel,
   MsgCreateClobPair,
   MsgUpdateClobPair,
+  OrderBatch,
 } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/clob/tx';
 import { MsgDelayMessage } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/delaymsg/tx';
 import { PerpetualMarketType } from '@dydxprotocol/v4-proto/src/codegen/dydxprotocol/perpetuals/perpetual';
@@ -40,6 +42,7 @@ import {
   TYPE_URL_MSG_DELEGATE,
   TYPE_URL_MSG_UNDELEGATE,
   TYPE_URL_MSG_WITHDRAW_DELEGATOR_REWARD,
+  TYPE_URL_BATCH_CANCEL,
 } from '../constants';
 import { DenomConfig } from '../types';
 import {
@@ -149,6 +152,29 @@ export class Composer {
     };
   }
 
+  public composeMsgBatchCancelShortTermOrders(
+    address: string,
+    subaccountNumber: number,
+    shortTermCancels: OrderBatch[],
+    goodTilBlock: number,
+  ): EncodeObject {
+    const subaccountId: SubaccountId = {
+      owner: address,
+      number: subaccountNumber,
+    };
+
+    const msg: MsgBatchCancel = {
+      subaccountId,
+      shortTermCancels,
+      goodTilBlock,
+    };
+
+    return {
+      typeUrl: TYPE_URL_BATCH_CANCEL,
+      value: msg,
+    };
+  }
+
   public composeMsgCreateClobPair(
     clobId: number,
     perpetualId: number,

diff --git a/v4-client-js/src/clients/modules/post.ts b/v4-client-js/src/clients/modules/post.ts
@@ -33,6 +33,7 @@ import {
   MsgPlaceOrder,
   MsgCancelOrder,
   Order_ConditionType,
+  OrderBatch,
 } from './proto-includes';
 
 // Required for encoding and decoding queries that are of type Long.
@@ -520,6 +521,45 @@ export class Post {
     );
   }
 
+  async batchCancelShortTermOrders(
+    subaccount: SubaccountInfo,
+    shortTermOrders: OrderBatch[],
+    goodTilBlock: number,
+    broadcastMode?: BroadcastMode,
+  ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
+    const msg = await this.batchCancelShortTermOrdersMsg(
+      subaccount.address,
+      subaccount.subaccountNumber,
+      shortTermOrders,
+      goodTilBlock,
+    );
+    return this.send(
+      subaccount.wallet,
+      () => Promise.resolve([msg]),
+      true,
+      undefined,
+      undefined,
+      broadcastMode,
+    );
+  }
+
+  async batchCancelShortTermOrdersMsg(
+    address: string,
+    subaccountNumber: number,
+    shortTermOrders: OrderBatch[],
+    goodTilBlock: number,
+  ): Promise<EncodeObject> {
+    return new Promise((resolve) => {
+      const msg = this.composer.composeMsgBatchCancelShortTermOrders(
+        address,
+        subaccountNumber,
+        shortTermOrders,
+        goodTilBlock,
+      );
+      resolve(msg);
+    });
+  }
+
   async transfer(
     subaccount: SubaccountInfo,
     recipientAddress: string,