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refactor(perp): Organize Keeper methods #684

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merged 7 commits into from
Jul 8, 2022
Merged

refactor(perp): Organize Keeper methods #684

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6d2a8b7
Reorganize keeper methods
NibiruHeisenberg Jul 7, 2022
94d02b7
Remove GetPosition and SetPosition
NibiruHeisenberg Jul 7, 2022
0db4a1f
Remove ClearPosition
NibiruHeisenberg Jul 7, 2022
aae05ad
Remove unused Params state
NibiruHeisenberg Jul 7, 2022
96e8a57
Remove unnecessary Logger statements
NibiruHeisenberg Jul 7, 2022
7640ccc
Merge branch 'master' into refactor/perp/organize-functions
AgentSmithMatrix Jul 8, 2022
35e030c
Update CHANGELOG.md
NibiruHeisenberg Jul 8, 2022
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5 changes: 2 additions & 3 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,6 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

## Unreleased

### Improvements
* [#686](https://github.com/NibiruChain/nibiru/pull/686) Add changelog enforcer to github actions.

- [#686](https://github.com/NibiruChain/nibiru/pull/686) Add changelog enforcer to github actions.

- [#686](https://github.com/NibiruChain/nibiru/pull/686) Reorganize PerpKeeper methods
223 changes: 5 additions & 218 deletions x/perp/keeper/clearing_house.go
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Original file line number Diff line number Diff line change
Expand Up @@ -29,11 +29,11 @@ func (k Keeper) OpenPosition(
params := k.GetParams(ctx)
// TODO: missing checks

position, err := k.GetPosition(ctx, pair, traderAddr)
position, err := k.PositionsState(ctx).Get(pair, traderAddr)
var isNewPosition bool = errors.Is(err, types.ErrPositionNotFound)
if isNewPosition {
position = types.ZeroPosition(ctx, pair, traderAddr)
k.SetPosition(ctx, pair, traderAddr, position)
k.PositionsState(ctx).Set(pair, traderAddr, position)
} else if err != nil && !isNewPosition {
return err
}
Expand Down Expand Up @@ -86,7 +86,7 @@ func (k Keeper) afterPositionUpdate(
) (err error) {
// update position in state
if !positionResp.Position.Size_.IsZero() {
k.SetPosition(ctx, pair, traderAddr, positionResp.Position)
k.PositionsState(ctx).Set(pair, traderAddr, positionResp.Position)
}

if !isNewPosition && !positionResp.Position.Size_.IsZero() {
Expand Down Expand Up @@ -252,119 +252,6 @@ func (k Keeper) increasePosition(
return positionResp, nil
}

// getLatestCumulativePremiumFraction returns the last cumulative premium fraction recorded for the
// specific pair.
func (k Keeper) getLatestCumulativePremiumFraction(
ctx sdk.Context, pair common.AssetPair,
) (sdk.Dec, error) {
pairMetadata, err := k.PairMetadataState(ctx).Get(pair)
if err != nil {
k.Logger(ctx).Error(
err.Error(),
"pair",
pair.String(),
)
return sdk.Dec{}, err
}
// this should never fail
return pairMetadata.CumulativePremiumFractions[len(pairMetadata.CumulativePremiumFractions)-1], nil
}

/*
Calculates position notional value and unrealized PnL. Lets the caller pick
either spot price, TWAP, or ORACLE to use for calculation.

args:
- ctx: cosmos-sdk context
- position: the trader's position
- pnlCalcOption: SPOT or TWAP or ORACLE

Returns:
- positionNotional: the position's notional value as sdk.Dec (signed)
- unrealizedPnl: the position's unrealized profits and losses (PnL) as sdk.Dec (signed)
For LONG positions, this is positionNotional - openNotional
For SHORT positions, this is openNotional - positionNotional
*/
func (k Keeper) getPositionNotionalAndUnrealizedPnL(
ctx sdk.Context,
currentPosition types.Position,
pnlCalcOption types.PnLCalcOption,
) (positionNotional sdk.Dec, unrealizedPnL sdk.Dec, err error) {
positionSizeAbs := currentPosition.Size_.Abs()
if positionSizeAbs.IsZero() {
return sdk.ZeroDec(), sdk.ZeroDec(), nil
}

var baseAssetDirection vpooltypes.Direction
if currentPosition.Size_.IsPositive() {
// LONG
baseAssetDirection = vpooltypes.Direction_ADD_TO_POOL
} else {
// SHORT
baseAssetDirection = vpooltypes.Direction_REMOVE_FROM_POOL
}

switch pnlCalcOption {
case types.PnLCalcOption_TWAP:
positionNotional, err = k.VpoolKeeper.GetBaseAssetTWAP(
ctx,
currentPosition.Pair,
baseAssetDirection,
positionSizeAbs,
/*lookbackInterval=*/ k.GetParams(ctx).TwapLookbackWindow,
)
if err != nil {
k.Logger(ctx).Error(err.Error(), "calc_option", pnlCalcOption.String())
return sdk.ZeroDec(), sdk.ZeroDec(), err
}
case types.PnLCalcOption_SPOT_PRICE:
positionNotional, err = k.VpoolKeeper.GetBaseAssetPrice(
ctx,
currentPosition.Pair,
baseAssetDirection,
positionSizeAbs,
)
if err != nil {
k.Logger(ctx).Error(err.Error(), "calc_option", pnlCalcOption.String())
return sdk.ZeroDec(), sdk.ZeroDec(), err
}
case types.PnLCalcOption_ORACLE:
oraclePrice, err := k.VpoolKeeper.GetUnderlyingPrice(
ctx, currentPosition.Pair)
if err != nil {
k.Logger(ctx).Error(err.Error(), "calc_option", pnlCalcOption.String())
return sdk.ZeroDec(), sdk.ZeroDec(), err
}
positionNotional = oraclePrice.Mul(positionSizeAbs)
default:
panic("unrecognized pnl calc option: " + pnlCalcOption.String())
}

if positionNotional.Equal(currentPosition.OpenNotional) {
// if position notional and open notional are the same, then early return
return positionNotional, sdk.ZeroDec(), nil
}

if currentPosition.Size_.IsPositive() {
// LONG
unrealizedPnL = positionNotional.Sub(currentPosition.OpenNotional)
} else {
// SHORT
unrealizedPnL = currentPosition.OpenNotional.Sub(positionNotional)
}

k.Logger(ctx).Debug("get_position_notional_and_unrealized_pnl",
"position",
currentPosition.String(),
"position_notional",
positionNotional.String(),
"unrealized_pnl",
unrealizedPnL.String(),
)

return positionNotional, unrealizedPnL, nil
}

// TODO test: openReversePosition | https://github.com/NibiruChain/nibiru/issues/299
func (k Keeper) openReversePosition(
ctx sdk.Context,
Expand Down Expand Up @@ -516,11 +403,6 @@ func (k Keeper) decreasePosition(
BlockNumber: ctx.BlockHeight(),
}

k.Logger(ctx).Debug("decrease_position",
"positionResp",
positionResp.String(),
)

return positionResp, nil
}

Expand Down Expand Up @@ -628,11 +510,6 @@ func (k Keeper) closeAndOpenReversePosition(
positionResp = closePositionResp
}

k.Logger(ctx).Debug("close_and_open_reverse_position",
"positionResp",
positionResp.String(),
)

return positionResp, nil
}

Expand Down Expand Up @@ -720,25 +597,19 @@ func (k Keeper) closePositionEntirely(
BlockNumber: ctx.BlockHeight(),
}

if err = k.ClearPosition(
ctx,
if err = k.PositionsState(ctx).Delete(
currentPosition.Pair,
trader,
); err != nil {
return nil, err
}

k.Logger(ctx).Debug("close_position_entirely",
"positionResp",
positionResp.String(),
)

return positionResp, nil
}

// ClosePosition gets the current position, and calls OpenPosition to open a reverse position with amount equal to the current open notional.
func (k Keeper) ClosePosition(ctx sdk.Context, pair common.AssetPair, addr sdk.AccAddress) (*types.PositionResp, error) {
position, err := k.GetPosition(ctx, pair, addr)
position, err := k.PositionsState(ctx).Get(pair, addr)
if err != nil {
return nil, err
}
Expand Down Expand Up @@ -818,72 +689,6 @@ func (k Keeper) transferFee(
return feeToFeePool.Add(feeToEcosystemFund), nil
}

/*
Calculates both position notional value and unrealized PnL based on
both spot price and TWAP, and lets the caller pick which one based on MAX or MIN.

args:
- ctx: cosmos-sdk context
- position: the trader's position
- pnlPreferenceOption: MAX or MIN

Returns:
- positionNotional: the position's notional value as sdk.Dec (signed)
- unrealizedPnl: the position's unrealized profits and losses (PnL) as sdk.Dec (signed)
For LONG positions, this is positionNotional - openNotional
For SHORT positions, this is openNotional - positionNotional
*/
func (k Keeper) getPreferencePositionNotionalAndUnrealizedPnL(
ctx sdk.Context,
position types.Position,
pnLPreferenceOption types.PnLPreferenceOption,
) (positionNotional sdk.Dec, unrealizedPnl sdk.Dec, err error) {
spotPositionNotional, spotPricePnl, err := k.getPositionNotionalAndUnrealizedPnL(
ctx,
position,
types.PnLCalcOption_SPOT_PRICE,
)
if err != nil {
k.Logger(ctx).Error(
err.Error(),
"calc_option",
types.PnLCalcOption_SPOT_PRICE.String(),
"preference_option",
pnLPreferenceOption.String(),
)
return sdk.Dec{}, sdk.Dec{}, err
}

twapPositionNotional, twapPricePnL, err := k.getPositionNotionalAndUnrealizedPnL(
ctx,
position,
types.PnLCalcOption_TWAP,
)
if err != nil {
k.Logger(ctx).Error(
err.Error(),
"calc_option",
types.PnLCalcOption_TWAP.String(),
"preference_option",
pnLPreferenceOption.String(),
)
return sdk.Dec{}, sdk.Dec{}, err
}

switch pnLPreferenceOption {
case types.PnLPreferenceOption_MAX:
positionNotional = sdk.MaxDec(spotPositionNotional, twapPositionNotional)
unrealizedPnl = sdk.MaxDec(spotPricePnl, twapPricePnL)
case types.PnLPreferenceOption_MIN:
positionNotional = sdk.MinDec(spotPositionNotional, twapPositionNotional)
unrealizedPnl = sdk.MinDec(spotPricePnl, twapPricePnL)
default:
panic("invalid pnl preference option " + pnLPreferenceOption.String())
}

return positionNotional, unrealizedPnl, nil
}

/*
Trades quoteAssets in exchange for baseAssets.
The quote asset is a stablecoin like NUSD.
Expand Down Expand Up @@ -920,27 +725,9 @@ func (k Keeper) swapQuoteForBase(
baseAmount, err = k.VpoolKeeper.SwapQuoteForBase(
ctx, pair, quoteAssetDirection, quoteAssetAmount, baseAssetLimit)
if err != nil {
k.Logger(ctx).Error(
err.Error(),
"pair",
pair.String(),
"side",
side.String(),
"quoteAssetAmount",
quoteAssetAmount.String(),
"baseAssetLimit",
baseAssetLimit.String(),
)
return sdk.Dec{}, err
}

k.Logger(ctx).Debug("swap_quote_for_base",
"side",
side.String(),
"baseAmt",
baseAmount.Abs(),
)

if side == types.Side_BUY {
return baseAmount, nil
} else {
Expand Down
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