Include getting main subaccount equity / pnl for megavault PnL query.…

… (backport #2376) (#2378)

Co-authored-by: vincentwschau <[email protected]>

indexer/packages/postgres/src/constants.ts

@@ -129,3 +129,8 @@ export const DEFAULT_POSTGRES_OPTIONS : Options = config.USE_READ_REPLICA
 export const MAX_PARENT_SUBACCOUNTS: number = 128;
 
 export const CHILD_SUBACCOUNT_MULTIPLIER: number = 1000;
+
+// From https://github.com/dydxprotocol/v4-chain/blob/protocol/v7.0.0-dev0/protocol/app/module_accounts_test.go#L41
+export const MEGAVAULT_MODULE_ADDRESS: string = 'dydx18tkxrnrkqc2t0lr3zxr5g6a4hdvqksylxqje4r';
+// Generated from the module address + subaccount number 0.
+export const MEGAVAULT_SUBACCOUNT_ID: string = 'c7169f81-0c80-54c5-a41f-9cbb6a538fdf';

indexer/services/comlink/__tests__/controllers/api/v4/vault-controller.test.ts

@@ -13,6 +13,8 @@ import {
   FundingIndexUpdatesTable,
   PnlTicksFromDatabase,
   VaultTable,
+  MEGAVAULT_MODULE_ADDRESS,
+  MEGAVAULT_SUBACCOUNT_ID,
 } from '@dydxprotocol-indexer/postgres';
 import { RequestMethod, VaultHistoricalPnl } from '../../../../src/types';
 import request from 'supertest';
@@ -32,6 +34,7 @@ describe('vault-controller#V4', () => {
   const initialFundingIndex: string = '10000';
   const vault1Equity: number = 159500;
   const vault2Equity: number = 10000;
+  const mainVaultEquity: number = 10000;
 
   beforeAll(async () => {
     await dbHelpers.migrate();
@@ -69,6 +72,12 @@ describe('vault-controller#V4', () => {
         }),
       ]);
       await SubaccountTable.create(testConstants.vaultSubaccount);
+      await SubaccountTable.create({
+        address: MEGAVAULT_MODULE_ADDRESS,
+        subaccountNumber: 0,
+        updatedAt: latestTime.toISO(),
+        updatedAtHeight: latestBlockHeight,
+      });
       await Promise.all([
         PerpetualPositionTable.create(
           testConstants.defaultPerpetualPosition,
@@ -146,7 +155,7 @@ describe('vault-controller#V4', () => {
       ['no resolution', '', [1, 2]],
       ['daily resolution', '?resolution=day', [1, 2]],
       ['hourly resolution', '?resolution=hour', [1, 2, 3]],
-    ])('Get /megavault/historicalPnl with 2 vault subaccounts (%s)', async (
+    ])('Get /megavault/historicalPnl with 2 vault subaccounts and main subaccount (%s)', async (
       _name: string,
       queryParam: string,
       expectedTicksIndex: number[],
@@ -162,22 +171,28 @@ describe('vault-controller#V4', () => {
           address: testConstants.vaultAddress,
           clobPairId: testConstants.defaultPerpetualMarket2.clobPairId,
         }),
+        AssetPositionTable.upsert({
+          ...testConstants.defaultAssetPosition,
+          subaccountId: MEGAVAULT_SUBACCOUNT_ID,
+        }),
       ]);
 
-      const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
+      const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks(
+        true, // createMainSubaccounPnlTicks
+      );
       const response: request.Response = await sendRequest({
         type: RequestMethod.GET,
         path: `/v4/vault/v1/megavault/historicalPnl${queryParam}`,
       });
 
       const expectedPnlTickBase: any = {
-        equity: (parseFloat(testConstants.defaultPnlTick.equity) * 2).toString(),
-        totalPnl: (parseFloat(testConstants.defaultPnlTick.totalPnl) * 2).toString(),
-        netTransfers: (parseFloat(testConstants.defaultPnlTick.netTransfers) * 2).toString(),
+        equity: (parseFloat(testConstants.defaultPnlTick.equity) * 3).toString(),
+        totalPnl: (parseFloat(testConstants.defaultPnlTick.totalPnl) * 3).toString(),
+        netTransfers: (parseFloat(testConstants.defaultPnlTick.netTransfers) * 3).toString(),
       };
       const finalTick: PnlTicksFromDatabase = {
         ...expectedPnlTickBase,
-        equity: Big(vault1Equity).add(vault2Equity).toFixed(),
+        equity: Big(vault1Equity).add(vault2Equity).add(mainVaultEquity).toFixed(),
         blockHeight: latestBlockHeight,
         blockTime: latestTime.toISO(),
         createdAt: latestTime.toISO(),
@@ -449,8 +464,10 @@ describe('vault-controller#V4', () => {
     });
   });
 
-  async function createPnlTicks(): Promise<PnlTicksFromDatabase[]> {
-    return Promise.all([
+  async function createPnlTicks(
+    createMainSubaccountPnlTicks: boolean = false,
+  ): Promise<PnlTicksFromDatabase[]> {
+    const createdTicks: PnlTicksFromDatabase[] = await Promise.all([
       PnlTicksTable.create(testConstants.defaultPnlTick),
       PnlTicksTable.create({
         ...testConstants.defaultPnlTick,
@@ -496,5 +513,38 @@ describe('vault-controller#V4', () => {
         blockHeight: currentBlockHeight,
       }),
     ]);
+
+    if (createMainSubaccountPnlTicks) {
+      const mainSubaccountTicks: PnlTicksFromDatabase[] = await Promise.all([
+        PnlTicksTable.create({
+          ...testConstants.defaultPnlTick,
+          subaccountId: MEGAVAULT_SUBACCOUNT_ID,
+        }),
+        PnlTicksTable.create({
+          ...testConstants.defaultPnlTick,
+          subaccountId: MEGAVAULT_SUBACCOUNT_ID,
+          blockTime: twoDaysAgo.toISO(),
+          createdAt: twoDaysAgo.toISO(),
+          blockHeight: twoDayBlockHeight,
+        }),
+        PnlTicksTable.create({
+          ...testConstants.defaultPnlTick,
+          subaccountId: MEGAVAULT_SUBACCOUNT_ID,
+          blockTime: twoHoursAgo.toISO(),
+          createdAt: twoHoursAgo.toISO(),
+          blockHeight: twoHourBlockHeight,
+        }),
+        PnlTicksTable.create({
+          ...testConstants.defaultPnlTick,
+          subaccountId: MEGAVAULT_SUBACCOUNT_ID,
+          blockTime: currentTime.toISO(),
+          createdAt: currentTime.toISO(),
+          blockHeight: currentBlockHeight,
+        }),
+      ]);
+      createdTicks.push(...mainSubaccountTicks);
+    }
+
+    return createdTicks;
   }
 });

indexer/services/comlink/src/controllers/api/v4/vault-controller.ts

@@ -24,6 +24,7 @@ import {
   PnlTickInterval,
   VaultTable,
   VaultFromDatabase,
+  MEGAVAULT_SUBACCOUNT_ID,
 } from '@dydxprotocol-indexer/postgres';
 import Big from 'big.js';
 import express from 'express';
@@ -70,18 +71,24 @@ class VaultController extends Controller {
     @Query() resolution?: PnlTickInterval,
   ): Promise<MegavaultHistoricalPnlResponse> {
     const vaultSubaccounts: VaultMapping = await getVaultMapping();
+    const vaultSubaccountIdsWithMainSubaccount: string[] = _
+      .keys(vaultSubaccounts)
+      .concat([MEGAVAULT_SUBACCOUNT_ID]);
     const [
       vaultPnlTicks,
       vaultPositions,
       latestBlock,
+      mainSubaccountEquity,
     ] : [
       PnlTicksFromDatabase[],
       Map<string, VaultPosition>,
       BlockFromDatabase,
+      string,
     ] = await Promise.all([
-      getVaultSubaccountPnlTicks(vaultSubaccounts, resolution),
+      getVaultSubaccountPnlTicks(vaultSubaccountIdsWithMainSubaccount, resolution),
       getVaultPositions(vaultSubaccounts),
       BlockTable.getLatest(),
+      getMainSubaccountEquity(),
     ]);
 
     // aggregate pnlTicks for all vault subaccounts grouped by blockHeight
@@ -92,15 +99,15 @@ class VaultController extends Controller {
         return position.equity;
       }).reduce((acc: string, curr: string): string => {
         return (Big(acc).add(Big(curr))).toFixed();
-      }, '0');
+      }, mainSubaccountEquity);
     const pnlTicksWithCurrentTick: PnlTicksFromDatabase[] = getPnlTicksWithCurrentTick(
       currentEquity,
       Array.from(aggregatedPnlTicks.values()),
       latestBlock,
     );
 
     return {
-      megavaultPnl: pnlTicksWithCurrentTick.map(
+      megavaultPnl: _.sortBy(pnlTicksWithCurrentTick, 'blockTime').map(
         (pnlTick: PnlTicksFromDatabase) => {
           return pnlTicksToResponseObject(pnlTick);
         }),
@@ -121,7 +128,7 @@ class VaultController extends Controller {
       Map<string, VaultPosition>,
       BlockFromDatabase,
     ] = await Promise.all([
-      getVaultSubaccountPnlTicks(vaultSubaccounts, resolution),
+      getVaultSubaccountPnlTicks(_.keys(vaultSubaccounts), resolution),
       getVaultPositions(vaultSubaccounts),
       BlockTable.getLatest(),
     ]);
@@ -286,10 +293,9 @@ router.get(
   });
 
 async function getVaultSubaccountPnlTicks(
-  vaultSubaccounts: VaultMapping,
+  vaultSubaccountIds: string[],
   resolution?: PnlTickInterval,
 ): Promise<PnlTicksFromDatabase[]> {
-  const vaultSubaccountIds: string[] = _.keys(vaultSubaccounts);
   if (vaultSubaccountIds.length === 0) {
     return [];
   }
@@ -437,6 +443,15 @@ async function getVaultPositions(
   ));
 }
 
+async function getMainSubaccountEquity(): Promise<string> {
+  // Main vault subaccount should only ever hold a USDC and never any perpetuals.
+  const usdcBalance: {[subaccountId: string]: Big} = await AssetPositionTable
+    .findUsdcPositionForSubaccounts(
+      [MEGAVAULT_SUBACCOUNT_ID],
+    );
+  return usdcBalance[MEGAVAULT_SUBACCOUNT_ID]?.toFixed() || '0';
+}
+
 function getPnlTicksWithCurrentTick(
   equity: string,
   pnlTicks: PnlTicksFromDatabase[],