feat(vpool): expose markPrice, markTwap, indexPrice, (and blockHeight…

…?) on the all-pools query #789 (#813) * (vpool): add logger to keeper.go * feat: GetPoolPrices, fn to return the mark price, mark twap, index price, and swap inv. for a pool * docs: fix the fn description for GetCurrentTWAP * feat(vpool): implemenet PoolPrices and add it to 'nibid q vpool all-pools' command * update changelog * (vpool): add block number to all-pools.prices. Fix changelog Co-authored-by: AgentSmithMatrix <[email protected]> Co-authored-by: Agent Smith <[email protected]>
NibiruChain · Aug 10, 2022 · 75e8f03 · 75e8f03
1 parent 674da1b
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -56,6 +56,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 ### Features
 
 * [#791](https://github.com/NibiruChain/nibiru/pull/791) Add the x/oracle module
+- [#813](https://github.com/NibiruChain/nibiru/pull/813) - (vpool): Expose mark price, mark TWAP, index price, and k (swap invariant) in the all-pools query 
 * [#810](https://github.com/NibiruChain/nibiru/pull/810) - feat(x/perp): expose 'marginRatioIndex' and block number on QueryTraderPosition
 
 ## [v0.12.1](https://github.com/NibiruChain/nibiru/releases/tag/v0.12.1) - 2022-08-04

diff --git a/proto/vpool/v1/query.proto b/proto/vpool/v1/query.proto
@@ -55,6 +55,9 @@ message QueryAllPoolsRequest {
 
 message QueryAllPoolsResponse {
   repeated Pool pools = 1;
+  repeated PoolPrices prices = 2 [
+    (gogoproto.nullable) = false
+  ];
 }
 
 // ---------------------------------------- BaseAssetPrice

diff --git a/proto/vpool/v1/vpool.proto b/proto/vpool/v1/vpool.proto
@@ -87,11 +87,42 @@ message Pool {
   string maintenance_margin_ratio = 7 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
-    ];
+  ];
 
   // max_leverage
   string max_leverage = 8 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
-    ];    
-}
+  ];    
+}
+
+message PoolPrices {
+  // MarkPrice is the instantaneous price of the perp. 
+  // Equivalent to quoteAssetReserve / baseAssetReserve.
+  string mark_price = 10 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", 
+    (gogoproto.nullable) = false
+  ];
+
+  // IndexPrice is the price of the "underlying" for the perp
+  string index_price = 11 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", 
+    (gogoproto.nullable) = false
+  ];
+
+  // TwapMark is the time-weighted average (mark) price.
+  string twap_mark = 12 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", 
+    (gogoproto.nullable) = false
+  ];
+
+  // SwapInvariant is the product of the reserves, commonly referred to as "k".
+  string swap_invariant = 13 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.moretags) = "yaml:\"swap_invariant\"",
+    (gogoproto.nullable) = false
+  ];
+
+  // The block number corresponding to each price
+  int64 block_number = 14;
+}
diff --git a/x/vpool/keeper/keeper.go b/x/vpool/keeper/keeper.go
@@ -5,6 +5,7 @@ import (
 
 	"github.com/cosmos/cosmos-sdk/codec"
 	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/tendermint/tendermint/libs/log"
 
 	"github.com/NibiruChain/nibiru/x/common"
 	"github.com/NibiruChain/nibiru/x/vpool/types"
@@ -28,6 +29,10 @@ type Keeper struct {
 	pricefeedKeeper types.PricefeedKeeper
 }
 
+func (k Keeper) Logger(ctx sdk.Context) log.Logger {
+	return ctx.Logger().With("module", fmt.Sprintf("x/%s", types.ModuleName))
+}
+
 /*
 Trades baseAssets in exchange for quoteAssets.
 The base asset is a crypto asset like BTC.

diff --git a/x/vpool/keeper/pool_state.go b/x/vpool/keeper/pool_state.go
@@ -118,3 +118,24 @@ func (k Keeper) GetAllPools(ctx sdk.Context) []*types.Pool {
 
 	return pools
 }
+
+// GetPoolPrices returns the mark price, twap (mark) price, and index price for a vpool.
+func (k Keeper) GetPoolPrices(ctx sdk.Context, pool types.Pool) types.PoolPrices {
+	indexPrice, err := k.GetUnderlyingPrice(ctx, pool.Pair)
+	if err != nil {
+		// fail gracefully so that vpool queries run even if the oracle price feeds stop
+		k.Logger(ctx).Error(err.Error())
+	}
+	twapMark, err := k.GetCurrentTWAP(ctx, pool.Pair)
+	if err != nil {
+		// fail gracefully so that vpool queries run even if the TWAP is undefined.
+		k.Logger(ctx).Error(err.Error())
+	}
+	return types.PoolPrices{
+		MarkPrice:     pool.QuoteAssetReserve.Quo(pool.BaseAssetReserve),
+		IndexPrice:    indexPrice,
+		TwapMark:      twapMark.Price,
+		SwapInvariant: pool.BaseAssetReserve.Mul(pool.QuoteAssetReserve).RoundInt(),
+		BlockNumber:   ctx.BlockHeight(),
+	}
+}
diff --git a/x/vpool/keeper/prices.go b/x/vpool/keeper/prices.go
@@ -271,8 +271,11 @@ func (k Keeper) calcTwap(
 	return cumulativePrice.QuoInt64(cumulativePeriodMs), nil
 }
 
-// GetCurrentTWAP fetches the current median price of all oracles for a specific market
-func (k Keeper) GetCurrentTWAP(ctx sdk.Context, pair common.AssetPair) (types.CurrentTWAP, error) {
+// GetCurrentTWAP fetches the instantaneous time-weighted average (mark) price
+// for the given asset pair.
+func (k Keeper) GetCurrentTWAP(
+	ctx sdk.Context, pair common.AssetPair,
+) (types.CurrentTWAP, error) {
 	// Ensure we still have valid prices
 	_, err := k.GetSpotPrice(ctx, pair)
 	if err != nil {

diff --git a/x/vpool/keeper/query_server.go b/x/vpool/keeper/query_server.go
@@ -61,9 +61,14 @@ func (q queryServer) AllPools(
 	if err != nil {
 		return nil, err
 	}
+	var pricesForPools []types.PoolPrices
+	for _, pool := range pools {
+		pricesForPools = append(pricesForPools, q.GetPoolPrices(ctx, *pool))
+	}
 
 	return &types.QueryAllPoolsResponse{
-		Pools: pools,
+		Pools:  pools,
+		Prices: pricesForPools,
 	}, nil
 }
 

diff --git a/x/vpool/types/query.pb.go b/x/vpool/types/query.pb.go