Thanks to visit codestin.com
Credit goes to github.com

Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
10 changes: 7 additions & 3 deletions emitter/emitter.go
Original file line number Diff line number Diff line change
Expand Up @@ -566,6 +566,7 @@ func (e *HyperLiquidEmitter) submitModify(
) (*hyperliquid.OrderStatus, error) {
resp, err := e.exchange.ModifyOrder(ctx, req)
var status *hyperliquid.OrderStatus
shouldPersist := true
if err == nil {
status = &resp
}
Expand All @@ -590,15 +591,18 @@ func (e *HyperLiquidEmitter) submitModify(
if req.Cloid != nil {
cloid = req.Cloid.Value
}
logger.Info("modify skipped because order already filled or canceled", slog.String("cloid", cloid))
logger.Info("modify skipped because order already filled or canceled; not persisting request", slog.String("cloid", cloid))
shouldPersist = false
err = nil
} else {
logger.Warn("could not modify order", slog.String("error", err.Error()), slog.Any("action", req))
return nil, fmt.Errorf("could not modify order: %w", err)
}
}
if err := e.store.AppendHyperliquidModify(ctx, w.Identifier, req, w.BotEvent.RowID); err != nil {
logger.Warn("could not add to store", slog.String("error", err.Error()))
if shouldPersist {
if err := e.store.AppendHyperliquidModify(ctx, w.Identifier, req, w.BotEvent.RowID); err != nil {
logger.Warn("could not add to store", slog.String("error", err.Error()))
}
}
return status, nil
}
Expand Down
83 changes: 75 additions & 8 deletions emitter/emitter_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -334,14 +334,14 @@ func TestHyperLiquidEmitterTreatsMissingResponseDataAsSuccess(t *testing.T) {
Status: hyperliquid.OrderStatusValueOpen,
StatusTimestamp: time.Now().UnixMilli(),
Order: hyperliquid.QueriedOrder{
Coin: "DOGE",
Side: "S",
LimitPx: fmt.Sprintf("%.3f", 0.172),
Sz: strconv.FormatFloat(310, 'f', -1, 64),
Oid: 123456,
Cloid: &cloid,
OrigSz: strconv.FormatFloat(310, 'f', -1, 64),
Tif: hyperliquid.TifGtc,
Coin: "DOGE",
Side: "S",
LimitPx: fmt.Sprintf("%.3f", 0.172),
Sz: strconv.FormatFloat(310, 'f', -1, 64),
Oid: 123456,
Cloid: &cloid,
OrigSz: strconv.FormatFloat(310, 'f', -1, 64),
Tif: hyperliquid.TifGtc,
ReduceOnly: true,
},
},
Expand Down Expand Up @@ -455,6 +455,73 @@ func TestHyperLiquidEmitterTreatsFilledModifyErrorAsTerminalSuccess(t *testing.T
require.NoError(t, err, "modify after fill should be treated as terminal success")
}

func TestHyperLiquidEmitterDoesNotPersistTerminalModify(t *testing.T) {
t.Parallel()

ctx := context.Background()
exchange := &filledOrderExchange{}
store := newTestStore(t)
ts := mockserver.NewTestServer(t)
info := hl.NewInfo(context.Background(), hl.ClientConfig{BaseURL: ts.URL(), Wallet: "0xabc"})
cache := hl.NewOrderIdCache(info)

assignment, err := store.ResolveDefaultAlias(ctx)
require.NoError(t, err)

emitter := NewHyperLiquidEmitter(exchange, assignment.VenueID, nil, store, cache)

oid := orderid.OrderId{BotID: 321, DealID: 654, BotEventID: 987}
ident := recomma.NewOrderIdentifier(assignment.VenueID, "0xabc", oid)
cloid := oid.Hex()

createReq := hyperliquid.CreateOrderRequest{
Coin: "DOGE",
IsBuy: true,
Price: 0.16122,
Size: 249,
ClientOrderID: &cloid,
OrderType: hyperliquid.OrderType{
Limit: &hyperliquid.LimitOrderType{Tif: hyperliquid.TifGtc},
},
}
require.NoError(t, store.RecordHyperliquidOrderRequest(ctx, ident, createReq, 0))

beforeAction, found, err := store.LoadHyperliquidSubmission(ctx, ident)
require.NoError(t, err)
require.True(t, found, "expected create action to be persisted")
require.Equal(t, recomma.ActionCreate, beforeAction.Type)

modifyReq := hyperliquid.ModifyOrderRequest{
Cloid: &hyperliquid.Cloid{Value: cloid},
Order: hyperliquid.CreateOrderRequest{
Coin: "DOGE",
IsBuy: true,
Price: 0.16122,
Size: 249,
ClientOrderID: &cloid,
OrderType: hyperliquid.OrderType{
Limit: &hyperliquid.LimitOrderType{Tif: hyperliquid.TifGtc},
},
},
}

work := recomma.OrderWork{
Identifier: ident,
OrderId: oid,
Action: recomma.Action{Type: recomma.ActionModify, Modify: modifyReq},
BotEvent: recomma.BotEvent{RowID: 123},
}

err = emitter.Emit(ctx, work)
require.NoError(t, err, "modify after fill should be treated as terminal success")

action, found, err := store.LoadHyperliquidSubmission(ctx, ident)
require.NoError(t, err)
require.True(t, found, "submission should remain present")
require.Equal(t, recomma.ActionCreate, action.Type, "terminal modifies must not be persisted")
require.Equal(t, hyperliquid.ModifyOrderRequest{}, action.Modify, "store must not record modify payloads")
}

func TestHyperLiquidEmitterUsesInjectedRateGate(t *testing.T) {
t.Parallel()

Expand Down
Loading