Feature/closed pnl fill

indexer/packages/postgres/__tests__/helpers/constants.ts

@@ -542,6 +542,7 @@ export const defaultPerpetualPosition: PerpetualPositionCreateObject = {
   openEventId: defaultTendermintEventId,
   lastEventId: defaultTendermintEventId2,
   settledFunding: '200000',
+  totalRealizedPnl: '100',
 };
 
 export const defaultPerpetualPositionId: string = PerpetualPositionTable.uuid(
@@ -564,6 +565,7 @@ export const isolatedPerpetualPosition: PerpetualPositionCreateObject = {
   openEventId: defaultTendermintEventId,
   lastEventId: defaultTendermintEventId2,
   settledFunding: '200000',
+  totalRealizedPnl: '100',
 };
 
 export const isolatedPerpetualPositionId: string = PerpetualPositionTable.uuid(

indexer/packages/postgres/src/db/migrations/migration_files/20251015150717_closed_pnl.ts

@@ -0,0 +1,28 @@
+import * as Knex from 'knex';
+
+export async function up(knex: Knex): Promise<void> {
+  await knex.schema.alterTable('perpetual_positions', (table) => {
+    table.decimal('totalRealizedPnl', null).nullable();
+  });
+
+  await knex.schema.alterTable('fills', (table) => {
+    table.decimal('positionSizeBefore', null).nullable();
+    table.decimal('entryPriceBefore', null).nullable();
+    table.enum('positionSideBefore', [
+      'LONG',
+      'SHORT',
+    ]).nullable().defaultTo(null);
+  });
+}
+
+export async function down(knex: Knex): Promise<void> {
+  await knex.schema.alterTable('perpetual_positions', (table) => {
+    table.dropColumn('totalRealizedPnl');
+  });
+
+  await knex.schema.alterTable('fills', (table) => {
+    table.dropColumn('positionSizeBefore');
+    table.dropColumn('entryPriceBefore');
+    table.dropColumn('positionSideBefore');
+  });
+}

indexer/packages/postgres/src/models/fill-model.ts

@@ -12,6 +12,7 @@ import {
   IsoString,
   Liquidity,
   OrderSide,
+  PositionSide,
 } from '../types';
 
 export default class FillModel extends Model {
@@ -92,6 +93,9 @@ export default class FillModel extends Model {
         builderAddress: { type: ['string', 'null'], default: null },
         orderRouterAddress: { type: ['string', 'null'], default: null },
         orderRouterFee: { type: ['string', 'null'], default: null },
+        positionSizeBefore: { type: ['string', 'null'], pattern: NumericPattern, default: null },
+        entryPriceBefore: { type: ['string', 'null'], pattern: NonNegativeNumericPattern, default: null },
+        positionSideBefore: { type: ['string', 'null'], enum: [...Object.values(PositionSide), null], default: null },
       },
     };
   }
@@ -125,6 +129,9 @@ export default class FillModel extends Model {
       builderAddress: 'string',
       orderRouterAddress: 'string',
       orderRouterFee: 'string',
+      positionSizeBefore: 'string',
+      entryPriceBefore: 'string',
+      positionSideBefore: 'string',
     };
   }
 
@@ -169,4 +176,10 @@ export default class FillModel extends Model {
   orderRouterAddress!: string;
 
   orderRouterFee!: string;
+
+  positionSizeBefore?: string;
+
+  entryPriceBefore?: string;
+
+  positionSideBefore?: PositionSide;
 }

indexer/packages/postgres/src/models/perpetual-position-model.ts

@@ -97,6 +97,7 @@ export default class PerpetualPositionModel extends Model {
         createdAtHeight: { type: 'string', pattern: IntegerPattern },
         closedAtHeight: { type: ['string', 'null'], default: null, pattern: IntegerPattern },
         settledFunding: { type: 'string', pattern: NumericPattern },
+        totalRealizedPnl: { type: ['string', 'null'], default: null, pattern: NumericPattern },
       },
     };
   }
@@ -128,6 +129,7 @@ export default class PerpetualPositionModel extends Model {
       closeEventId: 'hex-string',
       lastEventId: 'hex-string',
       settledFunding: 'string',
+      totalRealizedPnl: 'string',
     };
   }
 
@@ -168,4 +170,6 @@ export default class PerpetualPositionModel extends Model {
   lastEventId!: Buffer;
 
   settledFunding!: string;
+
+  totalRealizedPnl?: string;
 }

indexer/packages/postgres/src/types/db-model-types.ts

@@ -52,6 +52,7 @@ export interface PerpetualPositionFromDatabase extends IdBasedModelFromDatabase
   closeEventId?: Buffer,
   lastEventId: Buffer,
   settledFunding: string,
+  totalRealizedPnl?: string,
 }
 
 export interface OrderFromDatabase extends IdBasedModelFromDatabase {
@@ -127,6 +128,9 @@ export interface FillFromDatabase {
   builderFee?: string,
   orderRouterAddress?: string,
   orderRouterFee?: string,
+  positionSizeBefore?: string,
+  entryPriceBefore?: string,
+  positionSideBefore?: PositionSide,
 }
 
 export interface BlockFromDatabase {

indexer/packages/postgres/src/types/perpetual-position-types.ts

@@ -34,6 +34,7 @@ export interface PerpetualPositionCreateObject {
   closedAtHeight?: string,
   closeEventId?: Buffer,
   exitPrice?: string,
+  totalRealizedPnl?: string,
 }
 
 export interface PerpetualPositionUpdateObject {
@@ -53,6 +54,7 @@ export interface PerpetualPositionUpdateObject {
   closeEventId?: Buffer | null,
   lastEventId?: Buffer,
   settledFunding?: string,
+  totalRealizedPnl?: string,
 }
 
 // Object used to update a subaccount's perpetual position in the SubaccountUpdateHandler

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

@@ -122,10 +122,7 @@ describe('addresses-controller#V4', () => {
               maxSize: testConstants.defaultPerpetualPosition.maxSize,
               // 200000 + 10*(10000-10050)=199500
               netFunding: getFixedRepresentation('199500'),
-              // sumClose=0, so realized Pnl is the same as the net funding of the position.
-              // Unsettled funding is funding payments that already "happened" but not reflected
-              // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-              realizedPnl: getFixedRepresentation('199500'),
+              realizedPnl: getFixedRepresentation('100'),
               // size * (index-entry) = 10*(15000-20000) = -50000
               unrealizedPnl: getFixedRepresentation(-50000),
               status: testConstants.defaultPerpetualPosition.status,
@@ -290,7 +287,7 @@ describe('addresses-controller#V4', () => {
                 // sumClose=0, so realized Pnl is the same as the net funding of the position.
                 // Unsettled funding is funding payments that already "happened" but not reflected
                 // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-                realizedPnl: getFixedRepresentation('199500'),
+                realizedPnl: getFixedRepresentation('100'),
                 // size * (index-entry) = 10*(15000-20000) = -50000
                 unrealizedPnl: getFixedRepresentation(-50000),
                 status: testConstants.defaultPerpetualPosition.status,
@@ -483,7 +480,7 @@ describe('addresses-controller#V4', () => {
                   // sumClose=0, so realized Pnl is the same as the net funding of the position.
                   // Unsettled funding is funding payments that already "happened" but not reflected
                   // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-                  realizedPnl: getFixedRepresentation('199500'),
+                  realizedPnl: getFixedRepresentation('100'),
                   // size * (index-entry) = 10*(15000-20000) = -50000
                   unrealizedPnl: getFixedRepresentation(-50000),
                   status: testConstants.defaultPerpetualPosition.status,

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

@@ -80,7 +80,7 @@ describe('perpetual-positions-controller#V4', () => {
         // sumClose=0, so realized Pnl is the same as the net funding of the position.
         // Unsettled funding is funding payments that already "happened" but not reflected
         // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-        realizedPnl: getFixedRepresentation('199500'),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (long position):
         // index price = 15_000, entry price = 20_000, size = 10
         // unrealizedPnl = size * (index price - entry price)
@@ -132,7 +132,7 @@ describe('perpetual-positions-controller#V4', () => {
         // sumClose=0, so realized Pnl is the same as the net funding of the position.
         // Unsettled funding is funding payments that already "happened" but not reflected
         // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-        realizedPnl: getFixedRepresentation('200500'),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (short position):
         // index price = 15_000, entry price = 20_000, size = -10
         // unrealizedPnl = size * (index price - entry price)
@@ -180,9 +180,7 @@ describe('perpetual-positions-controller#V4', () => {
         netFunding: getFixedRepresentation(
           testConstants.defaultPerpetualPosition.settledFunding,
         ),
-        realizedPnl: getFixedRepresentation(
-          testConstants.defaultPerpetualPosition.settledFunding,
-        ),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (short position):
         // index price = 15_000, entry price = 20_000, size = 10
         // unrealizedPnl = size * (index price - entry price)
@@ -293,7 +291,7 @@ describe('perpetual-positions-controller#V4', () => {
         // sumClose=0, so realized Pnl is the same as the net funding of the position.
         // Unsettled funding is funding payments that already "happened" but not reflected
         // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-        realizedPnl: getFixedRepresentation('199500'),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (long position):
         // index price = 15_000, entry price = 20_000, size = 10
         // unrealizedPnl = size * (index price - entry price)
@@ -324,7 +322,7 @@ describe('perpetual-positions-controller#V4', () => {
         // sumClose=0, so realized Pnl is the same as the net funding of the position.
         // Unsettled funding is funding payments that already "happened" but not reflected
         // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-        realizedPnl: getFixedRepresentation('202000'),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (short position):
         // index price = 1, entry price = 1.5, size = -10
         // unrealizedPnl = size * (index price - entry price)
@@ -382,9 +380,7 @@ describe('perpetual-positions-controller#V4', () => {
         netFunding: getFixedRepresentation(
           testConstants.defaultPerpetualPosition.settledFunding,
         ),
-        realizedPnl: getFixedRepresentation(
-          testConstants.defaultPerpetualPosition.settledFunding,
-        ),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (short position):
         // index price = 15_000, entry price = 20_000, size = 10
         // unrealizedPnl = size * (index price - entry price)
@@ -409,9 +405,7 @@ describe('perpetual-positions-controller#V4', () => {
         netFunding: getFixedRepresentation(
           testConstants.isolatedPerpetualPosition.settledFunding,
         ),
-        realizedPnl: getFixedRepresentation(
-          testConstants.isolatedPerpetualPosition.settledFunding,
-        ),
+        realizedPnl: getFixedRepresentation('100'),
         // For the calculation of the unrealized pnl (short position):
         // index price = 1, entry price = 1.5, size = -10
         // unrealizedPnl = size * (index price - entry price)

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

@@ -459,7 +459,7 @@ describe('vault-controller#V4', () => {
               // sumClose=0, so realized Pnl is the same as the net funding of the position.
               // Unsettled funding is funding payments that already "happened" but not reflected
               // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-              realizedPnl: getFixedRepresentation('199500'),
+              realizedPnl: getFixedRepresentation('100'),
               // size * (index-entry) = 10*(15000-20000) = -50000
               unrealizedPnl: getFixedRepresentation(-50000),
               status: testConstants.defaultPerpetualPosition.status,
@@ -521,7 +521,7 @@ describe('vault-controller#V4', () => {
               ),
               maxSize: testConstants.defaultPerpetualPosition.maxSize,
               netFunding: getFixedRepresentation('199500'),
-              realizedPnl: getFixedRepresentation('199500'),
+              realizedPnl: getFixedRepresentation('100'),
               unrealizedPnl: getFixedRepresentation(-50000),
               status: testConstants.defaultPerpetualPosition.status,
               sumOpen: testConstants.defaultPerpetualPosition.sumOpen,
@@ -543,7 +543,6 @@ describe('vault-controller#V4', () => {
           },
           {
             equity: getFixedRepresentation(10000),
-            perpetualPosition: undefined,
             assetPosition: {
               symbol: testConstants.defaultAsset.symbol,
               size: testConstants.defaultAssetPosition.size,

indexer/services/comlink/__tests__/lib/helpers.test.ts

@@ -807,10 +807,7 @@ describe('helpers', () => {
             maxSize: testConstants.defaultPerpetualPosition.maxSize,
             // 200000 + 10*(10000-10050)=199500
             netFunding: getFixedRepresentation('199500'),
-            // sumClose=0, so realized Pnl is the same as the net funding of the position.
-            // Unsettled funding is funding payments that already "happened" but not reflected
-            // in the subaccount's balance yet, so it's considered a part of realizedPnl.
-            realizedPnl: getFixedRepresentation('199500'),
+            realizedPnl: getFixedRepresentation('100'),
             // size * (index-entry) = 10*(15000-20000) = -50000
             unrealizedPnl: getFixedRepresentation(-50000),
             status: testConstants.defaultPerpetualPosition.status,

indexer/services/comlink/public/api-documentation.md

@@ -1308,7 +1308,10 @@ fetch(`${baseURL}/fills?address=string&subaccountNumber=0.1`,
       "builderFee": "string",
       "builderAddress": "string",
       "orderRouterAddress": "string",
-      "orderRouterFee": "string"
+      "orderRouterFee": "string",
+      "positionSizeBefore": "string",
+      "entryPriceBefore": "string",
+      "positionSideBefore": "string"
     }
   ]
 }
@@ -1431,7 +1434,10 @@ fetch(`${baseURL}/fills/parentSubaccount?address=string&parentSubaccountNumber=0
       "builderFee": "string",
       "builderAddress": "string",
       "orderRouterAddress": "string",
-      "orderRouterFee": "string"
+      "orderRouterFee": "string",
+      "positionSizeBefore": "string",
+      "entryPriceBefore": "string",
+      "positionSideBefore": "string"
     }
   ]
 }
@@ -5625,7 +5631,10 @@ This operation does not require authentication
   "builderFee": "string",
   "builderAddress": "string",
   "orderRouterAddress": "string",
-  "orderRouterFee": "string"
+  "orderRouterFee": "string",
+  "positionSizeBefore": "string",
+  "entryPriceBefore": "string",
+  "positionSideBefore": "string"
 }
 
 ```
@@ -5653,6 +5662,9 @@ This operation does not require authentication
 |builderAddress|string|false|none|none|
 |orderRouterAddress|string|false|none|none|
 |orderRouterFee|string|false|none|none|
+|positionSizeBefore|string|false|none|none|
+|entryPriceBefore|string|false|none|none|
+|positionSideBefore|string|false|none|none|
 
 ## FillResponse
 
@@ -5686,7 +5698,10 @@ This operation does not require authentication
       "builderFee": "string",
       "builderAddress": "string",
       "orderRouterAddress": "string",
-      "orderRouterFee": "string"
+      "orderRouterFee": "string",
+      "positionSizeBefore": "string",
+      "entryPriceBefore": "string",
+      "positionSideBefore": "string"
     }
   ]
 }

indexer/services/comlink/public/swagger.json

@@ -636,6 +636,15 @@
           },
           "orderRouterFee": {
             "type": "string"
+          },
+          "positionSizeBefore": {
+            "type": "string"
+          },
+          "entryPriceBefore": {
+            "type": "string"
+          },
+          "positionSideBefore": {
+            "type": "string"
           }
         },
         "required": [

indexer/services/comlink/src/request-helpers/request-transformer.ts

@@ -81,17 +81,8 @@ export function perpetualPositionToResponseObject(
   marketsMap: MarketsMap,
   subaccountNumber: number,
 ): PerpetualPositionResponseObject {
-  // Realized pnl is calculated from the difference in price between the average entry/exit price
-  // (order depending on side of the position) multiplied by amount of the position that was closed
-  // in addition to the funding payments.
-  const priceDiff: Big = (position.side === PositionSide.LONG)
-    ? Big(position.exitPrice ?? 0).minus(position.entryPrice)
-    : Big(position.entryPrice).minus(position.exitPrice ?? 0);
   const netFunding: Big = Big(position.settledFunding).plus(position.unsettledFunding);
-  const realizedPnl: string = priceDiff
-    .mul(position.sumClose)
-    .plus(netFunding)
-    .toFixed();
+  const realizedPnl: string = position.totalRealizedPnl ?? '0';
 
   return {
     market: perpetualMarketsMap[position.perpetualId].ticker,
@@ -169,6 +160,9 @@ export function fillToResponseObject(
     builderAddress: fill.builderAddress ?? undefined,
     orderRouterAddress: fill.orderRouterAddress ?? undefined,
     orderRouterFee: fill.orderRouterFee ?? undefined,
+    positionSizeBefore: fill.positionSizeBefore ?? undefined,
+    entryPriceBefore: fill.entryPriceBefore ?? undefined,
+    positionSideBefore: fill.positionSideBefore ?? undefined,
   };
 }
 

indexer/services/comlink/src/types.ts

@@ -184,6 +184,9 @@ export interface FillResponseObject {
   builderAddress?: string,
   orderRouterAddress?: string,
   orderRouterFee?: string,
+  positionSizeBefore?: string,
+  entryPriceBefore?: string,
+  positionSideBefore?: string,
 }
 
 /* ------- TRANSFER TYPES ------- */