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feat(perp): expose 'marginRatioIndex' and block number on QueryTraderPosition #810

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merged 5 commits into from
Aug 10, 2022
Merged

feat(perp): expose 'marginRatioIndex' and block number on QueryTraderPosition #810

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cad2d87
feat(x/perp): add marginRatioIndex to the position query
Unique-Divine Aug 9, 2022
554dec4
add blockNumber to QueryTraderPosition
Unique-Divine Aug 9, 2022
11fd00d
update CHANGELOG.md #763
Unique-Divine Aug 9, 2022
d72eed2
fix(CHANGELOG)
Unique-Divine Aug 9, 2022
a9fe2cb
Merge branch 'master' into 763-featxperp-the-q-position-query-should-…
Unique-Divine Aug 10, 2022
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -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
* [#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

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17 changes: 14 additions & 3 deletions proto/perp/v1/query.proto
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Expand Up @@ -15,7 +15,7 @@ service Query {
option (google.api.http).get = "/nibiru/perp/params";
}

rpc TraderPosition(QueryTraderPositionRequest) returns (QueryTraderPositionResponse) {
rpc QueryTraderPosition(QueryTraderPositionRequest) returns (QueryTraderPositionResponse) {
option (google.api.http).get = "/nibiru/perp/trader_position";
}
}
Expand Down Expand Up @@ -54,10 +54,21 @@ message QueryTraderPositionResponse {
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false];

// The position's margin ratio, calculated from margin, unrealized PnL, and position notional.
string margin_ratio = 4 [
/* margin ratio of the position based on the mark price, mark TWAP. The higher
value of the possible margin ratios (TWAP and instantaneous) is taken to be
'marginRatioMark'. Calculated from margin, unrealized PnL, and position notional. */
string margin_ratio_mark = 4 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false];

/* margin ratio of the position based on the index price. Calculated from margin,
unrealized PnL, and position notional. */
string margin_ratio_index = 5 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false];

// BlockNumber is current block number at the time of query.
int64 block_number = 7;
}

// ---------------------------------------- OtherQuery
2 changes: 1 addition & 1 deletion x/oracle/types/oracle.pb.go
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10 changes: 6 additions & 4 deletions x/perp/client/cli/cli_test.go
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Expand Up @@ -153,6 +153,8 @@ func (s *IntegrationTestSuite) TearDownSuite() {
s.network.Cleanup()
}

// TODO test: Include checks for queryResp.MarginRatioIndex
// https://github.com/NibiruChain/nibiru/issues/809
func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
val := s.network.Validators[0]

Expand Down Expand Up @@ -200,7 +202,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
s.EqualValues(sdk.NewDec(1_000_000), queryResp.Position.OpenNotional)
s.EqualValues(sdk.MustNewDecFromStr("999999.999999999999999359"), queryResp.PositionNotional)
s.EqualValues(sdk.MustNewDecFromStr("-0.000000000000000641"), queryResp.UnrealizedPnl)
s.EqualValues(sdk.NewDec(1), queryResp.MarginRatio)
s.EqualValues(sdk.NewDec(1), queryResp.MarginRatioMark)

s.T().Log("C. open position with 2x leverage and zero baseAmtLimit")
args = []string{
Expand All @@ -226,7 +228,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
s.EqualValues(sdk.NewDec(3_000_000), queryResp.Position.OpenNotional)
s.EqualValues(sdk.MustNewDecFromStr("3000000.000000000000000938"), queryResp.PositionNotional)
s.EqualValues(sdk.MustNewDecFromStr("0.000000000000000938"), queryResp.UnrealizedPnl)
s.EqualValues(sdk.MustNewDecFromStr("0.666666666666666667"), queryResp.MarginRatio)
s.EqualValues(sdk.MustNewDecFromStr("0.666666666666666667"), queryResp.MarginRatioMark)

s.T().Log("D. Open a reverse position smaller than the existing position")
args = []string{
Expand Down Expand Up @@ -260,7 +262,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
s.EqualValues(sdk.NewDec(2_999_900), queryResp.Position.OpenNotional)
s.EqualValues(sdk.MustNewDecFromStr("2999899.999999999999999506"), queryResp.PositionNotional)
s.EqualValues(sdk.MustNewDecFromStr("-0.000000000000000494"), queryResp.UnrealizedPnl)
s.EqualValues(sdk.MustNewDecFromStr("0.666688889629654322"), queryResp.MarginRatio)
s.EqualValues(sdk.MustNewDecFromStr("0.666688889629654322"), queryResp.MarginRatioMark)

s.T().Log("E. Open a reverse position larger than the existing position")
args = []string{
Expand Down Expand Up @@ -288,7 +290,7 @@ func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
s.EqualValues(sdk.MustNewDecFromStr("1000099.999999999999999651"), queryResp.PositionNotional)
s.EqualValues(sdk.MustNewDecFromStr("0.000000000000000843"), queryResp.UnrealizedPnl)
// there is a random delta due to twap margin ratio calculation and random block times in the in-process network
s.InDelta(1, queryResp.MarginRatio.MustFloat64(), 0.001)
s.InDelta(1, queryResp.MarginRatioMark.MustFloat64(), 0.001)

s.T().Log("F. Close position")
args = []string{
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2 changes: 1 addition & 1 deletion x/perp/client/cli/query.go
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Expand Up @@ -88,7 +88,7 @@ func CmdQueryPosition() *cobra.Command {
return err
}

res, err := queryClient.TraderPosition(
res, err := queryClient.QueryTraderPosition(
cmd.Context(), &types.QueryTraderPositionRequest{
Trader: trader.String(),
TokenPair: tokenPair.String(),
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14 changes: 11 additions & 3 deletions x/perp/keeper/grpc_query.go
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Expand Up @@ -21,7 +21,7 @@ func NewQuerier(k Keeper) queryServer {

var _ types.QueryServer = queryServer{}

func (q queryServer) TraderPosition(
func (q queryServer) QueryTraderPosition(
goCtx context.Context, req *types.QueryTraderPositionRequest,
) (*types.QueryTraderPositionResponse, error) {
if req == nil {
Expand Down Expand Up @@ -49,16 +49,24 @@ func (q queryServer) TraderPosition(
return nil, err
}

marginRatio, err := q.Keeper.GetMarginRatio(ctx, *position, types.MarginCalculationPriceOption_MAX_PNL)
marginRatioMark, err := q.Keeper.GetMarginRatio(ctx, *position, types.MarginCalculationPriceOption_MAX_PNL)
if err != nil {
return nil, err
}
marginRatioIndex, err := q.Keeper.GetMarginRatio(ctx, *position, types.MarginCalculationPriceOption_INDEX)
if err != nil {
// The index portion of the query fails silently as not to distrupt all
// position queries when oracles aren't posting prices.
q.Keeper.Logger(ctx).Error(err.Error())
}

return &types.QueryTraderPositionResponse{
Position: position,
PositionNotional: positionNotional,
UnrealizedPnl: unrealizedPnl,
MarginRatio: marginRatio,
MarginRatioMark: marginRatioMark,
MarginRatioIndex: marginRatioIndex,
BlockNumber: ctx.BlockHeight(),
}, nil
}

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6 changes: 4 additions & 2 deletions x/perp/keeper/grpc_query_test.go
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Expand Up @@ -117,7 +117,7 @@ func TestQueryPosition(t *testing.T) {

t.Log("query position")
ctx = ctx.WithBlockTime(ctx.BlockTime().Add(time.Second))
resp, err := queryServer.TraderPosition(
resp, err := queryServer.QueryTraderPosition(
sdk.WrapSDKContext(ctx),
&types.QueryTraderPositionRequest{
Trader: traderAddr.String(),
Expand All @@ -131,7 +131,9 @@ func TestQueryPosition(t *testing.T) {

assert.Equal(t, tc.expectedPositionNotional, resp.PositionNotional)
assert.Equal(t, tc.expectedUnrealizedPnl, resp.UnrealizedPnl)
assert.Equal(t, tc.expectedMarginRatio, resp.MarginRatio)
assert.Equal(t, tc.expectedMarginRatio, resp.MarginRatioMark)
// assert.Equal(t, tc.expectedMarginRatioIndex, resp.MarginRatioIndex)
// TODO https://github.com/NibiruChain/nibiru/issues/809
})
}
}
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