refactor(pricefeed): Rename keeper methods (#697)

* Rename SetPrice to PostRawPrice

* Rename SetCurrentPrices to GatherRawPrices

* Remove redundant acronym syndrome on TWAP

* Update CHANGELOG.md

* Fix pricefeed names in clearing house integration tests

* Add pricefeed keeper method comments

* Fix pricefeed keeper method names

Co-authored-by: Mat-Cosmos <[email protected]>

CHANGELOG.md

@@ -54,9 +54,10 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 * [#687](https://github.com/NibiruChain/nibiru/pull/687) Emit `PositionChangedEvent` upon changing margin.
 * [#685](https://github.com/NibiruChain/nibiru/pull/685) Represent `PositionChangedEvent` bad debt as Coin.
+* [#697](https://github.com/NibiruChain/nibiru/pull/697) Rename pricefeed keeper methods.
+* [#689](https://github.com/NibiruChain/nibiru/pull/689) Change liquidation params to 2.5% liquidation fee ratio and 25% partial liquidation ratio.
 
 ### Testing
 
 * [#695](https://github.com/NibiruChain/nibiru/pull/695) Add `OpenPosition` integration tests.
 * [#692](https://github.com/NibiruChain/nibiru/pull/692) Add test coverage for Perp MsgServer methods.
-* [#689](https://github.com/NibiruChain/nibiru/pull/689) Change liquidation params to 2.5% liquidation fee ratio and 25% partial liquidation ratio.

app/ibc_test.go

@@ -43,15 +43,15 @@ func SetupNibiruTestingApp() (
 	})
 	nibiruApp.PricefeedKeeper.WhitelistOracles(ctx, []sdk.AccAddress{oracle})
 
-	_, err = nibiruApp.PricefeedKeeper.SetPrice(
+	_, err = nibiruApp.PricefeedKeeper.PostRawPrice(
 		ctx, oracle, pair.String(), sdk.OneDec(),
 		ctx.BlockTime().Add(time.Hour),
 	)
 	if err != nil {
 		return nil, defaultGenesis
 	}
 
-	err = nibiruApp.PricefeedKeeper.SetCurrentPrices(ctx, pair.Token0, pair.Token1)
+	err = nibiruApp.PricefeedKeeper.GatherRawPrices(ctx, pair.Token0, pair.Token1)
 	if err != nil {
 		return nil, defaultGenesis
 	}

x/perp/keeper/clearing_house_integration_test.go

@@ -184,9 +184,9 @@ func TestOpenPositionSuccess(t *testing.T) {
 
 			t.Log("set pricefeed oracle")
 			nibiruApp.PricefeedKeeper.WhitelistOracles(ctx, []sdk.AccAddress{oracle})
-			_, err := nibiruApp.PricefeedKeeper.SetPrice(ctx, oracle, common.PairBTCStable.String(), sdk.OneDec(), time.Now().Add(time.Hour))
+			_, err := nibiruApp.PricefeedKeeper.PostRawPrice(ctx, oracle, common.PairBTCStable.String(), sdk.OneDec(), time.Now().Add(time.Hour))
 			require.NoError(t, err)
-			require.NoError(t, nibiruApp.PricefeedKeeper.SetCurrentPrices(ctx, common.DenomAxlBTC, common.DenomStable))
+			require.NoError(t, nibiruApp.PricefeedKeeper.GatherRawPrices(ctx, common.DenomAxlBTC, common.DenomStable))
 
 			t.Log("initialize vpool")
 			nibiruApp.VpoolKeeper.CreatePool(
@@ -302,9 +302,9 @@ func TestOpenPositionError(t *testing.T) {
 
 			t.Log("set pricefeed oracle")
 			nibiruApp.PricefeedKeeper.WhitelistOracles(ctx, []sdk.AccAddress{oracle})
-			_, err := nibiruApp.PricefeedKeeper.SetPrice(ctx, oracle, common.PairBTCStable.String(), sdk.OneDec(), time.Now().Add(time.Hour))
+			_, err := nibiruApp.PricefeedKeeper.PostRawPrice(ctx, oracle, common.PairBTCStable.String(), sdk.OneDec(), time.Now().Add(time.Hour))
 			require.NoError(t, err)
-			require.NoError(t, nibiruApp.PricefeedKeeper.SetCurrentPrices(ctx, common.DenomAxlBTC, common.DenomStable))
+			require.NoError(t, nibiruApp.PricefeedKeeper.GatherRawPrices(ctx, common.DenomAxlBTC, common.DenomStable))
 
 			t.Log("initialize vpool")
 			nibiruApp.VpoolKeeper.CreatePool(

x/perp/keeper/hooks.go

@@ -21,27 +21,27 @@ func (k Keeper) AfterEpochEnd(ctx sdk.Context, epochIdentifier string, _ int64)
 			ctx.Logger().Error("no pool for pair found", "pairMetadata.Pair", pairMetadata.Pair)
 			continue
 		}
-		indexTWAPPrice, err := k.PricefeedKeeper.GetCurrentTWAPPrice(ctx, pairMetadata.Pair.Token0, pairMetadata.Pair.Token1)
+		indexTWAP, err := k.PricefeedKeeper.GetCurrentTWAP(ctx, pairMetadata.Pair.Token0, pairMetadata.Pair.Token1)
 		if err != nil {
 			ctx.Logger().Error("failed to fetch twap index price", "pairMetadata.Pair", pairMetadata.Pair, "error", err)
 			continue
 		}
-		if indexTWAPPrice.Price.IsZero() {
+		if indexTWAP.Price.IsZero() {
 			ctx.Logger().Error("index price is zero", "pairMetadata.Pair", pairMetadata.Pair)
 			continue
 		}
-		markTWAPPrice, err := k.VpoolKeeper.GetCurrentTWAPPrice(ctx, pairMetadata.Pair)
+		markTWAP, err := k.VpoolKeeper.GetCurrentTWAP(ctx, pairMetadata.Pair)
 		if err != nil {
 			ctx.Logger().Error("failed to fetch twap mark price", "pairMetadata.Pair", pairMetadata.Pair, "error", err)
 			continue
 		}
-		if markTWAPPrice.Price.IsZero() {
+		if markTWAP.Price.IsZero() {
 			ctx.Logger().Error("mark price is zero", "pairMetadata.Pair", pairMetadata.Pair)
 			continue
 		}
 		epochInfo := k.EpochKeeper.GetEpochInfo(ctx, epochIdentifier)
 		intervalsPerDay := (24 * time.Hour) / epochInfo.Duration
-		fundingRate := markTWAPPrice.Price.Sub(indexTWAPPrice.Price).QuoInt64(int64(intervalsPerDay))
+		fundingRate := markTWAP.Price.Sub(indexTWAP.Price).QuoInt64(int64(intervalsPerDay))
 
 		if len(pairMetadata.CumulativePremiumFractions) > 0 {
 			fundingRate = pairMetadata.CumulativePremiumFractions[len(pairMetadata.CumulativePremiumFractions)-1].Add(fundingRate)

x/perp/keeper/hooks_test.go

@@ -97,13 +97,13 @@ func setMockPrices(ctx sdk.Context, mocks mockedDependencies, indexPrice, markPr
 		)
 	}
 	mocks.mockPricefeedKeeper.EXPECT().
-		GetCurrentTWAPPrice(ctx, common.PairBTCStable.Token0, common.PairBTCStable.Token1).
+		GetCurrentTWAP(ctx, common.PairBTCStable.Token0, common.PairBTCStable.Token1).
 		Return(pftypes.CurrentTWAP{
 			PairID: common.PairBTCStable.String(),
 			Price:  sdk.NewDec(indexPrice),
 		}, nil).MaxTimes(1)
 	mocks.mockVpoolKeeper.EXPECT().
-		GetCurrentTWAPPrice(ctx, common.PairBTCStable).
+		GetCurrentTWAP(ctx, common.PairBTCStable).
 		Return(vpooltypes.CurrentTWAP{
 			PairID: common.PairBTCStable.String(),
 			Price:  sdk.NewDec(markPrice),

x/perp/keeper/margin.go

@@ -438,7 +438,7 @@ func (k Keeper) getPreferencePositionNotionalAndUnrealizedPnL(
 		return sdk.Dec{}, sdk.Dec{}, err
 	}
 
-	twapPositionNotional, twapPricePnL, err := k.getPositionNotionalAndUnrealizedPnL(
+	twapPositionNotional, twapPnl, err := k.getPositionNotionalAndUnrealizedPnL(
 		ctx,
 		position,
 		types.PnLCalcOption_TWAP,
@@ -457,10 +457,10 @@ func (k Keeper) getPreferencePositionNotionalAndUnrealizedPnL(
 	switch pnLPreferenceOption {
 	case types.PnLPreferenceOption_MAX:
 		positionNotional = sdk.MaxDec(spotPositionNotional, twapPositionNotional)
-		unrealizedPnl = sdk.MaxDec(spotPricePnl, twapPricePnL)
+		unrealizedPnl = sdk.MaxDec(spotPricePnl, twapPnl)
 	case types.PnLPreferenceOption_MIN:
 		positionNotional = sdk.MinDec(spotPositionNotional, twapPositionNotional)
-		unrealizedPnl = sdk.MinDec(spotPricePnl, twapPricePnL)
+		unrealizedPnl = sdk.MinDec(spotPricePnl, twapPnl)
 	default:
 		panic("invalid pnl preference option " + pnLPreferenceOption.String())
 	}

x/perp/keeper/msg_server_test.go

@@ -219,9 +219,9 @@ func TestMsgServerLiquidate(t *testing.T) {
 				t.Log("set pricefeed oracle price")
 				oracle := sample.AccAddress()
 				app.PricefeedKeeper.WhitelistOracles(ctx, []sdk.AccAddress{oracle})
-				_, err = app.PricefeedKeeper.SetPrice(ctx, oracle, pair.String(), sdk.OneDec(), time.Now().Add(time.Hour))
+				_, err = app.PricefeedKeeper.PostRawPrice(ctx, oracle, pair.String(), sdk.OneDec(), time.Now().Add(time.Hour))
 				require.NoError(t, err)
-				require.NoError(t, app.PricefeedKeeper.SetCurrentPrices(ctx, pair.GetBaseTokenDenom(), pair.GetQuoteTokenDenom()))
+				require.NoError(t, app.PricefeedKeeper.GatherRawPrices(ctx, pair.GetBaseTokenDenom(), pair.GetQuoteTokenDenom()))
 
 				t.Log("create position")
 				require.NoError(t, app.PerpKeeper.PositionsState(ctx).Create(&types.Position{

x/perp/types/expected_keepers.go

@@ -49,6 +49,17 @@ type BankKeeper interface {
 }
 
 type PricefeedKeeper interface {
+	/* GetCurrentPrice fetches the current median price of all oracles for a specific market.
+
+	args:
+	- ctx: cosmos-sdk context
+	- token0: the base asset
+	- token1: the quote asset
+
+	ret:
+	- currPrice: the current price
+	- err: error if any
+	*/
 	GetCurrentPrice(ctx sdk.Context, token0 string, token1 string,
 	) (pftypes.CurrentPrice, error)
 	GetCurrentPrices(ctx sdk.Context) pftypes.CurrentPrices
@@ -59,8 +70,19 @@ type PricefeedKeeper interface {
 	IsWhitelistedOracle(ctx sdk.Context, pairID string, address sdk.AccAddress,
 	) bool
 	GetOraclesForPair(ctx sdk.Context, pairID string) (oracles []sdk.AccAddress)
-	SetCurrentPrices(ctx sdk.Context, token0 string, token1 string) error
-	GetCurrentTWAPPrice(ctx sdk.Context, token0 string, token1 string) (pftypes.CurrentTWAP, error)
+
+	/* GatherRawPrices updates the current price of an asset to the median of all valid posted oracle prices.
+
+	args:
+	- ctx: cosmos-sdk context
+	- token0: the base asset
+	- token1: the quote asset
+
+	ret:
+	- err: error if any
+	*/
+	GatherRawPrices(ctx sdk.Context, token0 string, token1 string) error
+	GetCurrentTWAP(ctx sdk.Context, token0 string, token1 string) (pftypes.CurrentTWAP, error)
 }
 
 type VpoolKeeper interface {
@@ -238,8 +260,8 @@ type VpoolKeeper interface {
 	ExistsPool(ctx sdk.Context, pair common.AssetPair) bool
 	GetSettlementPrice(ctx sdk.Context, pair common.AssetPair) (sdk.Dec, error)
 
-	// GetCurrentTWAPPrice fetches the TWAP for the specified token pair / pool
-	GetCurrentTWAPPrice(ctx sdk.Context, pair common.AssetPair) (vpooltypes.CurrentTWAP, error)
+	// GetCurrentTWAP fetches the TWAP for the specified token pair / pool
+	GetCurrentTWAP(ctx sdk.Context, pair common.AssetPair) (vpooltypes.CurrentTWAP, error)
 }
 
 type EpochKeeper interface {

x/pricefeed/abci.go

@@ -17,7 +17,7 @@ func BeginBlocker(ctx sdk.Context, k keeper.Keeper) {
 			continue
 		}
 
-		err := k.SetCurrentPrices(ctx, pair.Token0, pair.Token1)
+		err := k.GatherRawPrices(ctx, pair.Token0, pair.Token1)
 		if err != nil && !errors.Is(err, types.ErrNoValidPrice) {
 			panic(err)
 		}

x/pricefeed/abci_test.go

@@ -32,7 +32,7 @@ func TestTWAPriceUpdates(t *testing.T) {
 		pricefeed.BeginBlocker(ctx, nibiruApp.PricefeedKeeper)
 	}
 	setPrice := func(price string) {
-		_, err := nibiruApp.PricefeedKeeper.SetPrice(
+		_, err := nibiruApp.PricefeedKeeper.PostRawPrice(
 			ctx, oracle, pair.String(),
 			sdk.MustNewDecFromStr(price), ctx.BlockTime().Add(time.Hour*5000*4))
 		require.NoError(t, err)
@@ -68,7 +68,7 @@ func TestTWAPriceUpdates(t *testing.T) {
 		(0.9 * 1463385600 + (0.9 + 0.8) / 2 * 1481385600) / (1463385600 + 1481385600) = 0.8749844622444971
 	*/
 
-	price, err := nibiruApp.PricefeedKeeper.GetCurrentTWAPPrice(
+	price, err := nibiruApp.PricefeedKeeper.GetCurrentTWAP(
 		ctx, pair.Token0, pair.Token1)
 	require.NoError(t, err)
 	priceFloat, err := price.Price.Float64()
@@ -88,7 +88,7 @@ func TestTWAPriceUpdates(t *testing.T) {
 
 		(0.9 * 1463385600 + (0.9 + 0.8) / 2 * 1481385600 + 0.82 * 1499385600) / (1463385600 + 1481385600 + 1499385600) = 0.8563426456960295
 	*/
-	price, err = nibiruApp.PricefeedKeeper.GetCurrentTWAPPrice(
+	price, err = nibiruApp.PricefeedKeeper.GetCurrentTWAP(
 		ctx, pair.Token0, pair.Token1)
 	require.NoError(t, err)
 	priceFloat, err = price.Price.Float64()
@@ -108,7 +108,7 @@ func TestTWAPriceUpdates(t *testing.T) {
 	*/
 	setPrice("0.83")
 	runBlock(time.Hour * 5000)
-	price, err = nibiruApp.PricefeedKeeper.GetCurrentTWAPPrice(
+	price, err = nibiruApp.PricefeedKeeper.GetCurrentTWAP(
 		ctx, pair.Token0, pair.Token1)
 
 	require.NoError(t, err)

x/pricefeed/client/cli/cli_test.go

@@ -8,21 +8,19 @@ import (
 	"testing"
 	"time"
 
-	simappparams "github.com/cosmos/cosmos-sdk/simapp/params"
-
 	"github.com/cosmos/cosmos-sdk/client/flags"
 	"github.com/cosmos/cosmos-sdk/crypto/hd"
 	"github.com/cosmos/cosmos-sdk/crypto/keyring"
+	simappparams "github.com/cosmos/cosmos-sdk/simapp/params"
 	sdktestutil "github.com/cosmos/cosmos-sdk/testutil"
 	sdktestutilcli "github.com/cosmos/cosmos-sdk/testutil/cli"
 	sdk "github.com/cosmos/cosmos-sdk/types"
+	govcli "github.com/cosmos/cosmos-sdk/x/gov/client/cli"
+	govtypes "github.com/cosmos/cosmos-sdk/x/gov/types"
 	"github.com/gogo/protobuf/proto"
 	"github.com/stretchr/testify/suite"
 	tmcli "github.com/tendermint/tendermint/libs/cli"
 
-	govcli "github.com/cosmos/cosmos-sdk/x/gov/client/cli"
-	govtypes "github.com/cosmos/cosmos-sdk/x/gov/types"
-
 	"github.com/NibiruChain/nibiru/app"
 	"github.com/NibiruChain/nibiru/x/common"
 	"github.com/NibiruChain/nibiru/x/pricefeed/client/cli"

x/pricefeed/genesis.go

@@ -22,7 +22,7 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 	for _, pp := range genState.PostedPrices {
 		if pp.Expiry.After(ctx.BlockTime()) {
 			oracle := sdk.MustAccAddressFromBech32(pp.Oracle)
-			_, err := k.SetPrice(ctx, oracle, pp.PairID, pp.Price, pp.Expiry)
+			_, err := k.PostRawPrice(ctx, oracle, pp.PairID, pp.Price, pp.Expiry)
 			if err != nil {
 				panic(err)
 			}
@@ -42,7 +42,7 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
 		if len(postedPrices) == 0 {
 			continue
 		}
-		err := k.SetCurrentPrices(ctx, pair.Token0, pair.Token1)
+		err := k.GatherRawPrices(ctx, pair.Token0, pair.Token1)
 		if err != nil {
 			panic(err)
 		}

x/pricefeed/keeper/keeper.go

@@ -51,8 +51,8 @@ func (k Keeper) Logger(ctx sdk.Context) log.Logger {
 	return ctx.Logger().With("module", fmt.Sprintf("x/%s", types.ModuleName))
 }
 
-// SetPrice updates the posted price for a specific oracle
-func (k Keeper) SetPrice(
+// PostRawPrice updates the posted price for a specific oracle
+func (k Keeper) PostRawPrice(
 	ctx sdk.Context,
 	oracle sdk.AccAddress,
 	pairStr string,
@@ -104,8 +104,18 @@ func (k Keeper) SetPrice(
 	return newPostedPrice, nil
 }
 
-// SetCurrentPrices updates the price of an asset to the median of all valid oracle inputs
-func (k Keeper) SetCurrentPrices(ctx sdk.Context, token0 string, token1 string) error {
+/*
+GatherRawPrices updates the current price of an asset to the median of all valid posted oracle prices.
+
+args:
+  - ctx: cosmos-sdk context
+  - token0: the base asset
+  - token1: the quote asset
+
+ret:
+  - err: error if any
+*/
+func (k Keeper) GatherRawPrices(ctx sdk.Context, token0 string, token1 string) error {
 	assetPair := common.AssetPair{Token0: token0, Token1: token1}
 	pairID := assetPair.String()
 
@@ -158,7 +168,7 @@ func (k Keeper) SetCurrentPrices(ctx sdk.Context, token0 string, token1 string)
 	k.setCurrentPrice(ctx, pairID, currentPrice)
 
 	// Update the TWA prices
-	err = k.updateTWAPPrice(ctx, pairID)
+	err = k.updateTWAP(ctx, pairID)
 	if err != nil {
 		return err
 	}
@@ -171,7 +181,7 @@ func (k Keeper) setCurrentPrice(ctx sdk.Context, pairID string, currentPrice typ
 	store.Set(types.CurrentPriceKey(pairID), k.cdc.MustMarshal(&currentPrice))
 }
 
-/* updateTWAPPrice updates the twap price for a token0, token1 pair
+/* updateTWAP updates the twap price for a token0, token1 pair
 We use the blocktime to update the twap price.
 
 Calculation is done as follow:
@@ -182,7 +192,7 @@ With
 
 */
 
-func (k Keeper) updateTWAPPrice(ctx sdk.Context, pairID string) error {
+func (k Keeper) updateTWAP(ctx sdk.Context, pairID string) error {
 	tokens := common.DenomsFromPoolName(pairID)
 	token0, token1 := tokens[0], tokens[1]
 
@@ -191,7 +201,7 @@ func (k Keeper) updateTWAPPrice(ctx sdk.Context, pairID string) error {
 		return err
 	}
 
-	currentTWAP, err := k.GetCurrentTWAPPrice(ctx, token0, token1)
+	currentTWAP, err := k.GetCurrentTWAP(ctx, token0, token1)
 	// Err there means no twap price have been set yet for this pair
 	if err != nil {
 		currentTWAP = types.CurrentTWAP{
@@ -214,7 +224,7 @@ func (k Keeper) updateTWAPPrice(ctx sdk.Context, pairID string) error {
 		Price:       newNumerator.Quo(newDenominator),
 	}
 	store := ctx.KVStore(k.storeKey)
-	store.Set(types.CurrentTWAPPriceKey("twap-"+pairID), k.cdc.MustMarshal(&newTWAP))
+	store.Set(types.CurrentTWAPKey("twap-"+pairID), k.cdc.MustMarshal(&newTWAP))
 
 	return nil
 }
@@ -246,7 +256,18 @@ func (k Keeper) calculateMeanPrice(priceA, priceB types.CurrentPrice) sdk.Dec {
 	return mean
 }
 
-// GetCurrentPrice fetches the current median price of all oracles for a specific market
+/*
+GetCurrentPrice fetches the current median price of all oracles for a specific market.
+
+args:
+  - ctx: cosmos-sdk context
+  - token0: the base asset
+  - token1: the quote asset
+
+ret:
+  - currPrice: the current price
+  - err: error if any
+*/
 func (k Keeper) GetCurrentPrice(ctx sdk.Context, token0 string, token1 string,
 ) (currPrice types.CurrentPrice, err error) {
 	pair := common.AssetPair{Token0: token0, Token1: token1}
@@ -280,8 +301,8 @@ func (k Keeper) GetCurrentPrice(ctx sdk.Context, token0 string, token1 string,
 	return price, nil
 }
 
-// GetCurrentTWAPPrice fetches the current median price of all oracles for a specific market
-func (k Keeper) GetCurrentTWAPPrice(ctx sdk.Context, token0 string, token1 string) (currPrice types.CurrentTWAP, err error) {
+// GetCurrentTWAP fetches the current median price of all oracles for a specific market
+func (k Keeper) GetCurrentTWAP(ctx sdk.Context, token0 string, token1 string) (currPrice types.CurrentTWAP, err error) {
 	pair := common.AssetPair{Token0: token0, Token1: token1}
 	givenIsActive := k.IsActivePair(ctx, pair.String())
 	inverseIsActive := k.IsActivePair(ctx, pair.Inverse().String())
@@ -296,7 +317,7 @@ func (k Keeper) GetCurrentTWAPPrice(ctx sdk.Context, token0 string, token1 strin
 	}
 
 	store := ctx.KVStore(k.storeKey)
-	bz := store.Get(types.CurrentTWAPPriceKey("twap-" + pair.String()))
+	bz := store.Get(types.CurrentTWAPKey("twap-" + pair.String()))
 
 	if bz == nil {
 		return types.CurrentTWAP{}, types.ErrNoValidTWAP