Skip to content

feat: Trade history #2087

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
dwjanus merged 6 commits into from
Feb 25, 2026
Merged

feat: Trade history #2087

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
8023b9b
trade history table request and ui scaffolding
dwjanus Feb 12, 2026
efd34a6
trade history table from api
dwjanus Feb 23, 2026
49784bc
feedback
dwjanus Feb 25, 2026
71bca90
rebase and fix type enum
dwjanus Feb 25, 2026
9466afd
lockfile
dwjanus Feb 25, 2026
1080154
more feedback
dwjanus Feb 25, 2026
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
2 changes: 1 addition & 1 deletion package.json
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -54,7 +54,7 @@
"@cosmjs/stargate": "^0.32.1",
"@cosmjs/tendermint-rpc": "^0.32.1",
"@datadog/browser-logs": "^5.23.3",
"@dydxprotocol/v4-client-js": "3.4.0",
"@dydxprotocol/v4-client-js": "3.5.0",
"@dydxprotocol/v4-localization": "1.1.390",
"@dydxprotocol/v4-proto": "^7.0.0-dev.0",
"@emotion/is-prop-valid": "^1.3.0",
Expand Down
8 changes: 4 additions & 4 deletions pnpm-lock.yaml
View file
Open in desktop

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

119 changes: 119 additions & 0 deletions src/bonsai/calculators/trades.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,119 @@
import { keyBy, maxBy, orderBy } from 'lodash';
import { weakMapMemoize } from 'reselect';

import { EMPTY_ARR } from '@/constants/objects';
import {
IndexerOrderSide,
IndexerOrderType,
IndexerPositionSide,
} from '@/types/indexer/indexerApiGen';
import {
IndexerCompositeTradeHistoryObject,
IndexerTradeAction,
} from '@/types/indexer/indexerManual';

import { MustBigNumber, MustNumber } from '@/lib/numbers';

import { mergeObjects } from '../lib/mergeObjects';
import { logBonsaiError } from '../logs';
import { SubaccountTrade, TradeAction } from '../types/summaryTypes';

export function calculateTrades(
restTrades: IndexerCompositeTradeHistoryObject[] | undefined,
liveTrades: IndexerCompositeTradeHistoryObject[] | undefined
): SubaccountTrade[] {
const getTradesById = (data: IndexerCompositeTradeHistoryObject[]) => {
const tradesWithIds = data.filter(
(trade): trade is IndexerCompositeTradeHistoryObject & { id: string } => {
if (!trade.id) {
logBonsaiError('calculateTrades', 'Trade missing id, skipping', { trade });
return false;
}
return true;
}
);
return keyBy(tradesWithIds, (trade) => trade.id!);
};

const merged = mergeObjects(
getTradesById(restTrades ?? EMPTY_ARR),
getTradesById(liveTrades ?? EMPTY_ARR),
(first, second) => maxBy([first, second], (t) => MustBigNumber(t.time).toNumber())!
);

return orderBy(Object.values(merged).map(calculateTrade), [(t) => t.createdAt], ['desc']);
}

const calculateTrade = weakMapMemoize(
(base: IndexerCompositeTradeHistoryObject): SubaccountTrade => ({
id: base.id ?? '',
marketId: base.marketId ?? '',
orderId: base.orderId,
positionUniqueId: undefined,
side: base.side as IndexerOrderSide | undefined,
positionSide: base.positionSide as IndexerPositionSide | null | undefined,
action: deriveTradeAction(base),
price: Number(base.executionPrice),
entryPrice: base.entryPrice ? Number(base.entryPrice) : undefined,
size: MustNumber(base.additionalSize ?? 0),
prevSize: base.prevSize ? Number(base.prevSize) : undefined,
additionalSize: base.additionalSize ? Number(base.additionalSize) : undefined,
value: MustNumber(base.value ?? 0),
fee: base.netFee,
closedPnl: base.netRealizedPnl != null ? MustNumber(base.netRealizedPnl) : undefined,
closedPnlPercent: derivePerTradePnlPercent(base),
netClosedPnlPercent:
base.netRealizedPnlPercent != null ? MustNumber(base.netRealizedPnlPercent) : undefined,
createdAt: base.time,
marginMode: base.marginMode === 'ISOLATED' ? 'ISOLATED' : 'CROSS',
orderType: base.orderType as IndexerOrderType | undefined,
subaccountNumber: base.subaccountNumber,
})
);

function deriveTradeAction(trade: IndexerCompositeTradeHistoryObject): TradeAction {
const isLong =
trade.positionSide === IndexerPositionSide.LONG ||
(trade.side === IndexerOrderSide.BUY && trade.action === 'OPEN');
const isExtend = trade.action === 'EXTEND';
const isBuy = trade.side === IndexerOrderSide.BUY;
const isLiquidated =
trade.action === 'LIQUIDATION_CLOSE' || trade.action === 'LIQUIDATION_PARTIAL_CLOSE';

if (isLiquidated) {
return TradeAction.LIQUIDATION;
}

if (trade.action === IndexerTradeAction.PARTIAL_CLOSE) {
return isBuy ? TradeAction.PARTIAL_CLOSE_SHORT : TradeAction.PARTIAL_CLOSE_LONG;
}

if (isExtend) {
return isLong ? TradeAction.ADD_TO_LONG : TradeAction.ADD_TO_SHORT;
}

if (trade.action === IndexerTradeAction.CLOSE) {
return trade.side === IndexerOrderSide.SELL || isLong
? TradeAction.CLOSE_LONG
: TradeAction.CLOSE_SHORT;
}

return trade.action === IndexerTradeAction.OPEN && (trade.side === IndexerOrderSide.BUY || isLong)
? TradeAction.OPEN_LONG
: TradeAction.OPEN_SHORT;
}

function derivePerTradePnlPercent(trade: IndexerCompositeTradeHistoryObject): number | undefined {
if (!trade.entryPrice || !trade.executionPrice) {
return undefined;
}

const entryPrice = MustNumber(trade.entryPrice);
const executionPrice = MustNumber(trade.executionPrice);
const pnl =
trade.positionSide === IndexerPositionSide.LONG
? executionPrice - entryPrice
: entryPrice - executionPrice;
const pnlPercent = pnl / entryPrice;
return pnlPercent;
}
13 changes: 13 additions & 0 deletions src/bonsai/ontology.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -48,6 +48,8 @@ import {
selectAccountOrders,
selectAccountOrdersLoading,
selectAccountStakingTier,
selectAccountTradesWithLeverage,
selectAccountTradeHistoryLoading,
selectAccountTransfers,
selectAccountTransfersLoading,
selectChildSubaccountSummaries,
Expand Down Expand Up @@ -148,6 +150,7 @@ import {
SubaccountFill,
SubaccountOrder,
SubaccountPosition,
SubaccountTrade,
SubaccountTransfer,
UserStakingTierSummary,
UserStats,
Expand Down Expand Up @@ -188,6 +191,10 @@ interface BonsaiCoreShape {
data: BasicSelector<SubaccountFill[]>;
loading: BasicSelector<LoadableStatus>;
};
tradeHistory: {
data: BasicSelector<SubaccountTrade[]>;
loading: BasicSelector<LoadableStatus>;
};
transfers: {
data: BasicSelector<SubaccountTransfer[]>;
loading: BasicSelector<LoadableStatus>;
Expand Down Expand Up @@ -296,6 +303,10 @@ export const BonsaiCore: BonsaiCoreShape = {
data: selectAccountFills,
loading: selectAccountFillsLoading,
},
tradeHistory: {
data: selectAccountTradesWithLeverage,
loading: selectAccountTradeHistoryLoading,
},
transfers: {
data: selectAccountTransfers,
loading: selectAccountTransfersLoading,
Expand Down Expand Up @@ -410,6 +421,7 @@ interface BonsaiHelpersShape {
openOrders: BasicSelector<SubaccountOrder[]>;
orderHistory: BasicSelector<SubaccountOrder[]>;
fills: BasicSelector<SubaccountFill[]>;
tradeHistory: BasicSelector<SubaccountTrade[]>;
};
orderbook: {
selectGroupedData: BasicSelector<
Expand Down Expand Up @@ -480,6 +492,7 @@ export const BonsaiHelpers: BonsaiHelpersShape = {
openOrders: selectCurrentMarketOpenOrders,
orderHistory: selectCurrentMarketOrderHistory,
fills: getCurrentMarketAccountFills,
tradeHistory: selectAccountTradesWithLeverage,
},
},
assets: {
Expand Down
50 changes: 50 additions & 0 deletions src/bonsai/rest/tradeHistory.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,50 @@
import { isParentSubaccountTradeHistoryResponse } from '@/types/indexer/indexerChecks';

import { type RootStore } from '@/state/_store';
import { setAccountTradesRaw } from '@/state/raw';

import { refreshIndexerQueryOnAccountSocketRefresh } from '../accountRefreshSignal';
import { loadableIdle } from '../lib/loadable';
import { mapLoadableData } from '../lib/mapLoadable';
import { selectParentSubaccountInfo } from '../socketSelectors';
import { createIndexerQueryStoreEffect } from './lib/indexerQueryStoreEffect';
import { queryResultToLoadable } from './lib/queryResultToLoadable';

export function setUpTradeHistoryQuery(store: RootStore) {
const cleanupListener = refreshIndexerQueryOnAccountSocketRefresh(['account', 'tradeHistory']);
const cleanupEffect = createIndexerQueryStoreEffect(store, {
name: 'tradeHistory',
selector: selectParentSubaccountInfo,
getQueryKey: (data) => ['account', 'tradeHistory', data.wallet, data.subaccount],
getQueryFn: (indexerClient, { wallet, subaccount, isPerpsGeoRestricted }) => {
if (wallet == null || subaccount == null || isPerpsGeoRestricted) {

Check warning on line 20 in src/bonsai/rest/tradeHistory.ts

View workflow job for this annotation

GitHub Actions / lint 

Unnecessary conditional, the types have no overlap
return null;
}
return () =>
indexerClient.account.getParentSubaccountNumberTradeHistory(
wallet,
subaccount,
undefined,
undefined,
undefined,
undefined
);
},
onResult: (tradeHistory) => {
store.dispatch(
setAccountTradesRaw(
mapLoadableData(
queryResultToLoadable(tradeHistory),
isParentSubaccountTradeHistoryResponse
)
)
);
},
onNoQuery: () => store.dispatch(setAccountTradesRaw(loadableIdle())),
});
return () => {
cleanupListener();
cleanupEffect();
store.dispatch(setAccountTradesRaw(loadableIdle()));
};
}
46 changes: 43 additions & 3 deletions src/bonsai/selectors/account.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,5 +1,5 @@
import { NOBLE_BECH32_PREFIX } from '@dydxprotocol/v4-client-js';
import { isEqual, orderBy, pick } from 'lodash';
import { isEqual, keyBy, orderBy, pick } from 'lodash';
import { shallowEqual } from 'react-redux';

import { EMPTY_ARR } from '@/constants/objects';
Expand All @@ -9,7 +9,7 @@ import { createAppSelector } from '@/state/appTypes';
import { getCurrentMarketIdIfTradeable } from '@/state/currentMarketSelectors';

import { convertBech32Address } from '@/lib/addressUtils';
import { BIG_NUMBERS } from '@/lib/numbers';
import { BIG_NUMBERS, MaybeBigNumber } from '@/lib/numbers';

import { calculateBlockRewards } from '../calculators/blockRewards';
import { calculateFills } from '../calculators/fills';
Expand All @@ -26,11 +26,12 @@ import {
calculateParentSubaccountSummary,
calculateUnopenedIsolatedPositions,
} from '../calculators/subaccount';
import { calculateTrades } from '../calculators/trades';
import { calculateTransfers } from '../calculators/transfers';
import { calculateAccountStakingTier } from '../calculators/userStats';
import { mergeLoadableStatus } from '../lib/mapLoadable';
import { selectParentSubaccountInfo } from '../socketSelectors';
import { SubaccountTransfer } from '../types/summaryTypes';
import { SubaccountTrade, SubaccountTransfer } from '../types/summaryTypes';
import { selectLatestIndexerHeight, selectLatestValidatorHeight } from './apiStatus';
import {
selectRawAccountStakingTierData,
Expand All @@ -50,6 +51,9 @@ import {
selectRawParentSubaccountData,
selectRawSelectedMarketLeverages,
selectRawSelectedMarketLeveragesData,
selectRawTradeHistoryLiveData,
selectRawTradeHistoryRest,
selectRawTradeHistoryRestData,
selectRawTransfersLiveData,
selectRawTransfersRest,
selectRawTransfersRestData,
Expand Down Expand Up @@ -306,3 +310,39 @@ export const selectAccountStakingTier = createAppSelector(
[selectRawAccountStakingTierData],
(stakingTier) => calculateAccountStakingTier(stakingTier)
);

export const selectAccountTradeHistory = createAppSelector(
[selectRawTradeHistoryRestData, selectRawTradeHistoryLiveData],
(rest, live) => {
return calculateTrades(rest?.tradeHistory, live);
}
);

export const selectAccountTradeHistoryLoading = createAppSelector(
[selectRawTradeHistoryRest, selectRawParentSubaccount],
mergeLoadableStatus
);

export const selectAccountTradesWithLeverage = createAppSelector(
[selectAccountTradeHistory, selectAccountOrders, selectParentSubaccountPositions],
(trades, orders, positions): SubaccountTrade[] => {
const orderById = keyBy(orders, (o) => o.id);
const positionByUniqueId = keyBy(positions ?? [], (p) => p.uniqueId);

return trades.map((trade) => {
const order = trade.orderId ? orderById[trade.orderId] : undefined;
const position = order ? positionByUniqueId[order.positionUniqueId] : undefined;

if (!position) {
return trade;
}

return {
...trade,
positionUniqueId: position.uniqueId,
leverage: MaybeBigNumber(position.effectiveSelectedLeverage)?.toNumber(),
liquidationPrice: MaybeBigNumber(position.liquidationPrice)?.toNumber(),
};
});
}
);
5 changes: 5 additions & 0 deletions src/bonsai/selectors/base.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,8 @@ export const selectRawParentSubaccountData = (state: RootState) =>

export const selectRawFillsRestData = (state: RootState) => state.raw.account.fills.data;
export const selectRawOrdersRestData = (state: RootState) => state.raw.account.orders.data;
export const selectRawTradeHistoryRestData = (state: RootState) =>
state.raw.account.tradeHistory.data;
export const selectRawTransfersRestData = (state: RootState) => state.raw.account.transfers.data;
export const selectRawBlockTradingRewardsRestData = (state: RootState) =>
state.raw.account.blockTradingRewards.data;
Expand All @@ -28,6 +30,8 @@ export const selectRawFillsLiveData = (state: RootState) =>
state.raw.account.parentSubaccount.data?.live.fills;
export const selectRawOrdersLiveData = (state: RootState) =>
state.raw.account.parentSubaccount.data?.live.orders;
export const selectRawTradeHistoryLiveData = (state: RootState) =>
state.raw.account.parentSubaccount.data?.live.tradeHistory;
export const selectRawTransfersLiveData = (state: RootState) =>
state.raw.account.parentSubaccount.data?.live.transfers;
export const selectRawBlockTradingRewardsLiveData = (state: RootState) =>
Expand All @@ -46,6 +50,7 @@ export const selectRawValidatorHeightDataLoadable = (state: RootState) =>

export const selectRawFillsRest = (state: RootState) => state.raw.account.fills;
export const selectRawOrdersRest = (state: RootState) => state.raw.account.orders;
export const selectRawTradeHistoryRest = (state: RootState) => state.raw.account.tradeHistory;
export const selectRawTransfersRest = (state: RootState) => state.raw.account.transfers;
export const selectRawBlockTradingRewardsRest = (state: RootState) =>
state.raw.account.blockTradingRewards;
Expand Down
2 changes: 2 additions & 0 deletions src/bonsai/storeLifecycles.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ import {
setUpSpotTokenPriceQuery,
setUpTokenMetadataQuery,
} from './rest/spot';
import { setUpTradeHistoryQuery } from './rest/tradeHistory';
import { setUpTransfersQuery } from './rest/transfers';
import {
setUpAccountBalancesQuery,
Expand Down Expand Up @@ -56,6 +57,7 @@ export const storeLifecycles = [
setUpFillsQuery,
setUpUserLeverageParamsQuery,
setUpOrdersQuery,
setUpTradeHistoryQuery,
setUpTransfersQuery,
setUpBlockTradingRewardsQuery,
setUpOrderbook,
Expand Down
2 changes: 2 additions & 0 deletions src/bonsai/types/rawTypes.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -7,6 +7,7 @@ import {
import {
IndexerCompositeFillObject,
IndexerCompositeOrderObject,
IndexerCompositeTradeHistoryObject,
IndexerTransferCommonResponseObject,
IndexerWsBaseMarketObject,
} from '@/types/indexer/indexerManual';
Expand All @@ -31,6 +32,7 @@ export interface ParentSubaccountData {
tradingRewards?: IndexerHistoricalBlockTradingReward[];
fills?: IndexerCompositeFillObject[];
orders?: OrdersData;
tradeHistory?: IndexerCompositeTradeHistoryObject[];
transfers?: IndexerTransferCommonResponseObject[];
};
}
Expand Down
Loading
Loading