move is over fluctuation limit to pool

x/vpool/keeper/keeper.go

@@ -263,44 +263,13 @@ func (k Keeper) checkFluctuationLimitRatio(ctx sdk.Context, pool *types.VPool) e
 		return fmt.Errorf("error getting last snapshot number for pair %s", pool.Pair)
 	}
 
-	if isOverFluctuationLimit(pool, latestSnapshot) {
+	if pool.IsOverFluctuationLimit(latestSnapshot) {
 		return types.ErrOverFluctuationLimit
 	}
 
 	return nil
 }
 
-/*
-*
-isOverFluctuationLimit compares the updated pool's spot price with the current spot price.
-
-If the fluctuation limit ratio is zero, then the fluctuation limit check is skipped.
-
-args:
-  - pool: the updated vpool
-  - snapshot: the snapshot to compare against
-
-ret:
-  - bool: true if the fluctuation limit is violated. false otherwise
-*/
-func isOverFluctuationLimit(pool *types.VPool, snapshot types.ReserveSnapshot) bool {
-	if pool.FluctuationLimitRatio.IsZero() {
-		return false
-	}
-
-	price := pool.QuoteAssetReserve.Quo(pool.BaseAssetReserve)
-
-	lastPrice := snapshot.QuoteAssetReserve.Quo(snapshot.BaseAssetReserve)
-	upperLimit := lastPrice.Mul(sdk.OneDec().Add(pool.FluctuationLimitRatio))
-	lowerLimit := lastPrice.Mul(sdk.OneDec().Sub(pool.FluctuationLimitRatio))
-
-	if price.GT(upperLimit) || price.LT(lowerLimit) {
-		return true
-	}
-
-	return false
-}
-
 /*
 IsOverSpreadLimit compares the current spot price of the vpool (given by pair) to the underlying's index price (given by an oracle).
 It panics if you provide it with a pair that doesn't exist in the state.

x/vpool/keeper/keeper_test.go

@@ -451,100 +451,6 @@ func TestGetVpools(t *testing.T) {
 	})
 }
 
-func TestIsOverFluctuationLimit(t *testing.T) {
-	tests := []struct {
-		name string
-		pool types.VPool
-
-		isOverLimit bool
-	}{
-		{
-			name: "zero fluctuation limit ratio",
-			pool: types.VPool{
-				Pair:                   common.Pair_BTC_NUSD,
-				QuoteAssetReserve:      sdk.OneDec(),
-				BaseAssetReserve:       sdk.OneDec(),
-				FluctuationLimitRatio:  sdk.ZeroDec(),
-				TradeLimitRatio:        sdk.OneDec(),
-				MaxOracleSpreadRatio:   sdk.OneDec(),
-				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
-				MaxLeverage:            sdk.MustNewDecFromStr("15"),
-			},
-			isOverLimit: false,
-		},
-		{
-			name: "lower limit of fluctuation limit",
-			pool: types.VPool{
-				Pair:                   common.Pair_BTC_NUSD,
-				QuoteAssetReserve:      sdk.NewDec(999),
-				BaseAssetReserve:       sdk.OneDec(),
-				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
-				TradeLimitRatio:        sdk.OneDec(),
-				MaxOracleSpreadRatio:   sdk.OneDec(),
-				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
-				MaxLeverage:            sdk.MustNewDecFromStr("15"),
-			},
-			isOverLimit: false,
-		},
-		{
-			name: "upper limit of fluctuation limit",
-			pool: types.VPool{
-				Pair:                   common.Pair_BTC_NUSD,
-				QuoteAssetReserve:      sdk.NewDec(1001),
-				BaseAssetReserve:       sdk.OneDec(),
-				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
-				TradeLimitRatio:        sdk.OneDec(),
-				MaxOracleSpreadRatio:   sdk.OneDec(),
-				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
-				MaxLeverage:            sdk.MustNewDecFromStr("15"),
-			},
-			isOverLimit: false,
-		},
-		{
-			name: "under fluctuation limit",
-			pool: types.VPool{
-				Pair:                   common.Pair_BTC_NUSD,
-				QuoteAssetReserve:      sdk.NewDec(998),
-				BaseAssetReserve:       sdk.OneDec(),
-				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
-				TradeLimitRatio:        sdk.OneDec(),
-				MaxOracleSpreadRatio:   sdk.OneDec(),
-				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
-				MaxLeverage:            sdk.MustNewDecFromStr("15"),
-			},
-			isOverLimit: true,
-		},
-		{
-			name: "over fluctuation limit",
-			pool: types.VPool{
-				Pair:                   common.Pair_BTC_NUSD,
-				QuoteAssetReserve:      sdk.NewDec(1002),
-				BaseAssetReserve:       sdk.OneDec(),
-				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
-				TradeLimitRatio:        sdk.OneDec(),
-				MaxOracleSpreadRatio:   sdk.OneDec(),
-				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
-				MaxLeverage:            sdk.MustNewDecFromStr("15"),
-			},
-			isOverLimit: true,
-		},
-	}
-
-	for _, tc := range tests {
-		tc := tc
-		t.Run(tc.name, func(t *testing.T) {
-			snapshot := types.NewReserveSnapshot(
-				common.Pair_BTC_NUSD,
-				sdk.OneDec(),
-				sdk.NewDec(1000),
-				time.Now(),
-				0,
-			)
-			assert.EqualValues(t, tc.isOverLimit, isOverFluctuationLimit(&tc.pool, snapshot))
-		})
-	}
-}
-
 func TestCheckFluctuationLimitRatio(t *testing.T) {
 	tests := []struct {
 		name           string

x/vpool/types/pool.go

@@ -180,3 +180,33 @@ func (p VPool) GetMarkPrice() sdk.Dec {
 
 	return p.QuoteAssetReserve.Quo(p.BaseAssetReserve)
 }
+
+/*
+IsOverFluctuationLimit compares the updated pool's spot price with the current spot price.
+
+If the fluctuation limit ratio is zero, then the fluctuation limit check is skipped.
+
+args:
+  - pool: the updated vpool
+  - snapshot: the snapshot to compare against
+
+ret:
+  - bool: true if the fluctuation limit is violated. false otherwise
+*/
+func (p VPool) IsOverFluctuationLimit(snapshot ReserveSnapshot) bool {
+	if p.FluctuationLimitRatio.IsZero() {
+		return false
+	}
+
+	markPrice := p.GetMarkPrice()
+
+	lastPrice := snapshot.QuoteAssetReserve.Quo(snapshot.BaseAssetReserve)
+	upperLimit := lastPrice.Mul(sdk.OneDec().Add(p.FluctuationLimitRatio))
+	lowerLimit := lastPrice.Mul(sdk.OneDec().Sub(p.FluctuationLimitRatio))
+
+	if markPrice.GT(upperLimit) || markPrice.LT(lowerLimit) {
+		return true
+	}
+
+	return false
+}

x/vpool/types/pool_test.go

@@ -1,7 +1,9 @@
 package types
 
 import (
+	"github.com/stretchr/testify/assert"
 	"testing"
+	"time"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/stretchr/testify/require"
@@ -467,3 +469,97 @@ func TestVPool_GetMarkPrice(t *testing.T) {
 		})
 	}
 }
+
+func TestVPool_IsOverFluctuationLimit(t *testing.T) {
+	tests := []struct {
+		name string
+		pool VPool
+
+		isOverLimit bool
+	}{
+		{
+			name: "zero fluctuation limit ratio",
+			pool: VPool{
+				Pair:                   common.Pair_BTC_NUSD,
+				QuoteAssetReserve:      sdk.OneDec(),
+				BaseAssetReserve:       sdk.OneDec(),
+				FluctuationLimitRatio:  sdk.ZeroDec(),
+				TradeLimitRatio:        sdk.OneDec(),
+				MaxOracleSpreadRatio:   sdk.OneDec(),
+				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
+				MaxLeverage:            sdk.MustNewDecFromStr("15"),
+			},
+			isOverLimit: false,
+		},
+		{
+			name: "lower limit of fluctuation limit",
+			pool: VPool{
+				Pair:                   common.Pair_BTC_NUSD,
+				QuoteAssetReserve:      sdk.NewDec(999),
+				BaseAssetReserve:       sdk.OneDec(),
+				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
+				TradeLimitRatio:        sdk.OneDec(),
+				MaxOracleSpreadRatio:   sdk.OneDec(),
+				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
+				MaxLeverage:            sdk.MustNewDecFromStr("15"),
+			},
+			isOverLimit: false,
+		},
+		{
+			name: "upper limit of fluctuation limit",
+			pool: VPool{
+				Pair:                   common.Pair_BTC_NUSD,
+				QuoteAssetReserve:      sdk.NewDec(1001),
+				BaseAssetReserve:       sdk.OneDec(),
+				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
+				TradeLimitRatio:        sdk.OneDec(),
+				MaxOracleSpreadRatio:   sdk.OneDec(),
+				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
+				MaxLeverage:            sdk.MustNewDecFromStr("15"),
+			},
+			isOverLimit: false,
+		},
+		{
+			name: "under fluctuation limit",
+			pool: VPool{
+				Pair:                   common.Pair_BTC_NUSD,
+				QuoteAssetReserve:      sdk.NewDec(998),
+				BaseAssetReserve:       sdk.OneDec(),
+				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
+				TradeLimitRatio:        sdk.OneDec(),
+				MaxOracleSpreadRatio:   sdk.OneDec(),
+				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
+				MaxLeverage:            sdk.MustNewDecFromStr("15"),
+			},
+			isOverLimit: true,
+		},
+		{
+			name: "over fluctuation limit",
+			pool: VPool{
+				Pair:                   common.Pair_BTC_NUSD,
+				QuoteAssetReserve:      sdk.NewDec(1002),
+				BaseAssetReserve:       sdk.OneDec(),
+				FluctuationLimitRatio:  sdk.MustNewDecFromStr("0.001"),
+				TradeLimitRatio:        sdk.OneDec(),
+				MaxOracleSpreadRatio:   sdk.OneDec(),
+				MaintenanceMarginRatio: sdk.MustNewDecFromStr("0.0625"),
+				MaxLeverage:            sdk.MustNewDecFromStr("15"),
+			},
+			isOverLimit: true,
+		},
+	}
+
+	for _, tc := range tests {
+		tc := tc
+		t.Run(tc.name, func(t *testing.T) {
+			snapshot := NewReserveSnapshot(
+				common.Pair_BTC_NUSD,
+				sdk.OneDec(),
+				sdk.NewDec(1000),
+				time.Now(),
+				0,
+			)
+			assert.EqualValues(t, tc.isOverLimit, tc.pool.IsOverFluctuationLimit(snapshot))
+		})
+	}
+}