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[CT-629] Fix entryPrice calc #2455

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[CT-629] Fix entryPrice calc #2455

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6349294
Revert "Revert "[CT-629] Fix entryPrice calc" (#2425)"
dydxwill Oct 3, 2024
02bcc8c
add absolute value
dydxwill Oct 3, 2024
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4 changes: 2 additions & 2 deletions indexer/services/ender/__tests__/handlers/order-fills/liquidation-handler.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -137,7 +137,7 @@ describe('LiquidationHandler', () => {
perpetualId: testConstants.defaultPerpetualMarket.id,
side: PositionSide.LONG,
status: PerpetualPositionStatus.OPEN,
size: '10',
size: '5',
maxSize: '25',
sumOpen: '10',
entryPrice: '15000',
Expand Down Expand Up @@ -392,7 +392,7 @@ describe('LiquidationHandler', () => {
defaultPerpetualPosition.openEventId,
),
{
sumOpen: Big(defaultPerpetualPosition.size).plus(totalFilled).toFixed(),
sumOpen: Big(defaultPerpetualPosition.sumOpen!).plus(totalFilled).toFixed(),
entryPrice: getWeightedAverage(
defaultPerpetualPosition.entryPrice!,
defaultPerpetualPosition.size,
Expand Down
4 changes: 2 additions & 2 deletions indexer/services/ender/__tests__/handlers/order-fills/order-handler.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -138,7 +138,7 @@ describe('OrderHandler', () => {
perpetualId: testConstants.defaultPerpetualMarket.id,
side: PositionSide.LONG,
status: PerpetualPositionStatus.OPEN,
size: '10',
size: '5',
maxSize: '25',
sumOpen: '10',
entryPrice: '15000',
Expand Down Expand Up @@ -439,7 +439,7 @@ describe('OrderHandler', () => {
defaultPerpetualPosition.openEventId,
),
{
sumOpen: Big(defaultPerpetualPosition.size).plus(totalFilled).toFixed(),
sumOpen: Big(defaultPerpetualPosition.sumOpen!).plus(totalFilled).toFixed(),
entryPrice: getWeightedAverage(
defaultPerpetualPosition.entryPrice!,
defaultPerpetualPosition.size,
Expand Down
2 changes: 1 addition & 1 deletion indexer/services/ender/src/scripts/helpers/dydx_liquidation_fill_handler_per_order.sql
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Original file line number Diff line number Diff line change
Expand Up @@ -200,7 +200,7 @@ BEGIN
perpetual_position_record."side", order_side) THEN
sum_open = dydx_trim_scale(perpetual_position_record."sumOpen" + fill_amount);
entry_price = dydx_get_weighted_average(
perpetual_position_record."entryPrice", perpetual_position_record."sumOpen",
perpetual_position_record."entryPrice", perpetual_position_record."size",
maker_price, fill_amount);
perpetual_position_record."sumOpen" = sum_open;
perpetual_position_record."entryPrice" = entry_price;
Expand Down
2 changes: 1 addition & 1 deletion ...er/services/ender/src/scripts/helpers/dydx_update_perpetual_position_aggregate_fields.sql
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Expand Up @@ -44,7 +44,7 @@ BEGIN
IF dydx_perpetual_position_and_order_side_matching(perpetual_position_record."side", side) THEN
sum_open := dydx_trim_scale(perpetual_position_record."sumOpen" + size);
entry_price := dydx_get_weighted_average(
perpetual_position_record."entryPrice", perpetual_position_record."sumOpen", price, size
perpetual_position_record."entryPrice", perpetual_position_record."size", price, size
);
perpetual_position_record."sumOpen" = sum_open;
perpetual_position_record."entryPrice" = entry_price;
Expand Down
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