add validations for batch cancel orders (#229)

* add validations for batch cancel orders in v4-client-js * add broadcast type field * build and bump version
dydxprotocol · Aug 28, 2024 · 4227bd0 · 4227bd0
1 parent 84543fd
commit 4227bd0
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Showing 9 changed files with 147 additions and 16 deletions.
diff --git a/v4-client-js/__native__/__ios__/v4-native-client.js b/v4-client-js/__native__/__ios__/v4-native-client.js
diff --git a/v4-client-js/__tests__/helpers/constants.ts b/v4-client-js/__tests__/helpers/constants.ts
@@ -10,6 +10,7 @@ import {
   IPlaceOrder,
   Order_Side,
   Order_TimeInForce,
+  IBatchCancelOrder,
 } from '../../src/types';
 
 export const TEST_ADDRESS: string = 'dydx1vl9h9nkmau4e9v7tm30wekespu3d2qhd9404wa';
@@ -45,6 +46,17 @@ export const defaultCancelOrder: ICancelOrder = {
   goodTilBlock: 4250,
 };
 
+// BatchCancelOrder variables
+export const defaultBatchCancelOrder: IBatchCancelOrder = {
+  shortTermOrders: [
+    {
+      clobPairId: ClobPairId.PERPETUAL_PAIR_BTC_USD,
+      clientIds: [generateRandomClientId(), generateRandomClientId()],
+    },
+  ],
+  goodTilBlock: 4250,
+};
+
 // Transfer variables
 export const defaultTransfer: Transfer = {
   sender: {

diff --git a/v4-client-js/__tests__/lib/validation.test.ts b/v4-client-js/__tests__/lib/validation.test.ts
@@ -1,15 +1,24 @@
-import { ICancelOrder, IPlaceOrder, OrderFlags, Transfer } from '../../src/types';
+import {
+  ClobPairId,
+  IBatchCancelOrder,
+  ICancelOrder,
+  IPlaceOrder,
+  OrderFlags,
+  Transfer,
+} from '../../src/types';
 import { MAX_SUBACCOUNT_NUMBER, MAX_UINT_32 } from '../../src/lib/constants';
 import { UserError } from '../../src/lib/errors';
 import {
   isValidAddress,
+  validateBatchCancelOrderMessage,
   validateCancelOrderMessage,
   validatePlaceOrderMessage,
   validateTransferMessage,
 } from '../../src/lib/validation';
 import {
   TEST_ADDRESS,
   defaultCancelOrder,
+  defaultBatchCancelOrder,
   defaultOrder,
   defaultTransfer,
 } from '../helpers/constants';
@@ -150,6 +159,45 @@ describe('Validations', () => {
     },
   );
 
+  it.each([
+    ['valid', defaultBatchCancelOrder, undefined],
+    [
+      'overflow clientId',
+      {
+        ...defaultBatchCancelOrder,
+        shortTermOrders: [
+          ...defaultBatchCancelOrder.shortTermOrders,
+          {
+            clobPairId: ClobPairId.PERPETUAL_PAIR_ETH_USD,
+            clientIds: [MAX_UINT_32_PLUS_1],
+          },
+        ],
+      },
+      new UserError(`clientId: ${MAX_UINT_32_PLUS_1} is not a valid uint32`),
+    ],
+    [
+      'underflow goodTilBlock',
+      { ...defaultBatchCancelOrder, goodTilBlock: -1 },
+      new UserError(`goodTilBlock: ${-1} is not a valid uint32 or is 0`),
+    ],
+    [
+      'overflow goodTilBlock',
+      { ...defaultBatchCancelOrder, goodTilBlock: MAX_UINT_32_PLUS_1 },
+      new UserError(`goodTilBlock: ${MAX_UINT_32_PLUS_1} is not a valid uint32 or is 0`),
+    ],
+    [
+      '0 goodTilBlock',
+      { ...defaultBatchCancelOrder, goodTilBlock: 0 },
+      new UserError(`goodTilBlock: ${0} is not a valid uint32 or is 0`),
+    ],
+  ])(
+    'Validate batch cancel orders: %s',
+    (_name: string, orders: IBatchCancelOrder, expectedError: UserError | undefined) => {
+      const validationError: UserError | void = validateBatchCancelOrderMessage(0, orders);
+      expect(validationError).toEqual(expectedError);
+    },
+  );
+
   it.each([
     ['valid', defaultTransfer, undefined],
     [

diff --git a/v4-client-js/package-lock.json b/v4-client-js/package-lock.json
diff --git a/v4-client-js/package.json b/v4-client-js/package.json
@@ -1,6 +1,6 @@
 {
   "name": "@dydxprotocol/v4-client-js",
-  "version": "1.2.0",
+  "version": "1.2.1",
   "description": "General client library for the new dYdX system (v4 decentralized)",
   "main": "build/src/index.js",
   "scripts": {

diff --git a/v4-client-js/src/clients/composite-client.ts b/v4-client-js/src/clients/composite-client.ts
@@ -714,6 +714,7 @@ async batchCancelShortTermOrdersWithMarketId(
   subaccount: SubaccountInfo,
   shortTermOrders: OrderBatchWithMarketId[],
   goodTilBlock: number,
+  broadcastMode?: BroadcastMode,
 ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
   const orderBatches = await Promise.all(
     shortTermOrders.map(async ({ marketId, clobPairId, clientIds }) => ({
@@ -728,6 +729,7 @@ async batchCancelShortTermOrdersWithMarketId(
     subaccount,
     orderBatches,
     goodTilBlock,
+    broadcastMode
   );
 }
 
@@ -743,11 +745,13 @@ async batchCancelShortTermOrdersWithMarketId(
     subaccount: SubaccountInfo,
     shortTermOrders: OrderBatch[],
     goodTilBlock: number,
+    broadcastMode?: BroadcastMode,
   ): Promise<BroadcastTxAsyncResponse | BroadcastTxSyncResponse | IndexedTx> {
     return this.validatorClient.post.batchCancelShortTermOrders(
       subaccount,
       shortTermOrders,
       goodTilBlock,
+      broadcastMode,
     );
   }
 

diff --git a/v4-client-js/src/clients/types.ts b/v4-client-js/src/clients/types.ts
@@ -59,6 +59,11 @@ export interface IPlaceOrder extends IBasicOrder {
 
 export interface ICancelOrder extends IBasicOrder {}
 
+export interface IBatchCancelOrder {
+  shortTermOrders: { clobPairId: number; clientIds: number[] }[];
+  goodTilBlock: number;
+}
+
 // How long to wait and how often to check when calling Broadcast with
 // Method.BroadcastTxCommit
 export interface BroadcastOptions {

diff --git a/v4-client-js/src/lib/validation.ts b/v4-client-js/src/lib/validation.ts
@@ -2,7 +2,13 @@ import { decode } from 'bech32';
 import Long from 'long';
 
 import { MAX_SUBACCOUNT_NUMBER, MAX_UINT_32 } from '../clients/constants';
-import { Transfer, OrderFlags, ICancelOrder, IPlaceOrder } from '../clients/types';
+import {
+  Transfer,
+  OrderFlags,
+  ICancelOrder,
+  IPlaceOrder,
+  IBatchCancelOrder,
+} from '../clients/types';
 import { UserError } from './errors';
 
 /**
@@ -77,19 +83,52 @@ export function validateCancelOrderMessage(
   return undefined;
 }
 
+/**
+ * @describe validateBatchCancelOrderMessage validates that orders to batch cancel have fields that would be
+ *  valid on-chain.
+ */
+export function validateBatchCancelOrderMessage(
+  subaccountNumber: number,
+  orders: IBatchCancelOrder,
+): UserError | undefined {
+  for (const orderBatch of orders.shortTermOrders) {
+    for (const clientId of orderBatch.clientIds) {
+      if (!verifyNumberIsUint32(clientId)) {
+        return new UserError(`clientId: ${clientId} is not a valid uint32`);
+      }
+    }
+  }
+
+  if (!verifyGoodTilBlock(orders.goodTilBlock)) {
+    return new UserError(`goodTilBlock: ${orders.goodTilBlock} is not a valid uint32 or is 0`);
+  }
+
+  if (!verifySubaccountNumber(subaccountNumber)) {
+    return new UserError(
+      `subaccountNumber: ${subaccountNumber} cannot be < 0 or > ${MAX_SUBACCOUNT_NUMBER}`,
+    );
+  }
+
+  return undefined;
+}
+
 /**
  * @describe validateTransferMessage validates that a transfer to place has fields that would be
  *  valid on-chain.
  */
 export function validateTransferMessage(transfer: Transfer): UserError | undefined {
   if (!verifySubaccountNumber(transfer.sender!!.number || 0)) {
     return new UserError(
-      `senderSubaccountNumber: ${transfer.sender!!.number || 0} cannot be < 0 or > ${MAX_SUBACCOUNT_NUMBER}`,
+      `senderSubaccountNumber: ${
+        transfer.sender!!.number || 0
+      } cannot be < 0 or > ${MAX_SUBACCOUNT_NUMBER}`,
     );
   }
   if (!verifySubaccountNumber(transfer.recipient!!.number || 0)) {
     return new UserError(
-      `recipientSubaccountNumber: ${transfer.recipient!!.number || 0} cannot be < 0 or > ${MAX_SUBACCOUNT_NUMBER}`,
+      `recipientSubaccountNumber: ${
+        transfer.recipient!!.number || 0
+      } cannot be < 0 or > ${MAX_SUBACCOUNT_NUMBER}`,
     );
   }
   if (transfer.assetId !== 0) {

diff --git a/v4-client-js/src/types.ts b/v4-client-js/src/types.ts
@@ -40,4 +40,5 @@ export interface Options {
 
 export enum ClobPairId {
   PERPETUAL_PAIR_BTC_USD = 0,
+  PERPETUAL_PAIR_ETH_USD = 1,
 }