feat(refactor): improve quality of vpool code

CHANGELOG.md

@@ -73,6 +73,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 * [#919](https://github.com/NibiruChain/nibiru/pull/919) - refactor(proto): vpool module files consistency
   * MarkPriceChanged renamed to MarkPriceChangedEvent
 * [#875](https://github.com/NibiruChain/nibiru/pull/875) - x/perp add MsgMultiLiquidate
+* [#979](https://github.com/NibiruChain/nibiru/pull/979) - refactor and clean VPool.
 
 ### Improvements
 

proto/perp/v1/event.proto

@@ -69,9 +69,9 @@ message PositionChangedEvent {
       (gogoproto.nullable) = false
     ];
 
-    // Spot price, synonymous with mark price in this context, is the quotient of 
+    // Mark price, synonymous with mark price in this context, is the quotient of
     // the quote reserves and base reserves 
-    string spot_price = 12 [
+    string mark_price = 12 [
       (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
       (gogoproto.nullable) = false
     ];

proto/vpool/v1/query.proto

@@ -52,7 +52,9 @@ message QueryReserveAssetsResponse {
 message QueryAllPoolsRequest { }
 
 message QueryAllPoolsResponse {
-  repeated VPool pools = 1;
+  repeated VPool pools = 1 [
+    (gogoproto.nullable) = false
+  ];
   repeated PoolPrices prices = 2 [
     (gogoproto.nullable) = false
   ];

x/perp/keeper/clearing_house.go

@@ -172,7 +172,7 @@ func (k Keeper) afterPositionUpdate(
 		return err
 	}
 
-	spotPrice, err := k.VpoolKeeper.GetSpotPrice(ctx, pair)
+	markPrice, err := k.VpoolKeeper.GetMarkPrice(ctx, pair)
 	if err != nil {
 		return err
 	}
@@ -199,7 +199,7 @@ func (k Keeper) afterPositionUpdate(
 		UnrealizedPnlAfter:    positionResp.UnrealizedPnlAfter,
 		BadDebt:               sdk.NewCoin(pair.QuoteDenom(), positionResp.BadDebt.RoundInt()),
 		LiquidationPenalty:    sdk.ZeroDec(),
-		SpotPrice:             spotPrice,
+		MarkPrice:             markPrice,
 		FundingPayment:        positionResp.FundingPayment,
 		BlockHeight:           ctx.BlockHeight(),
 		BlockTimeMs:           ctx.BlockTime().UnixMilli(),
@@ -621,7 +621,7 @@ func (k Keeper) closePositionEntirely(
 		baseAssetDirection = vpooltypes.Direction_REMOVE_FROM_POOL
 	}
 
-	ExchangedNotionalValue, err := k.VpoolKeeper.SwapBaseForQuote(
+	exchangedNotionalValue, err := k.VpoolKeeper.SwapBaseForQuote(
 		ctx,
 		currentPosition.Pair,
 		baseAssetDirection,
@@ -633,7 +633,7 @@ func (k Keeper) closePositionEntirely(
 		return nil, err
 	}
 
-	positionResp.ExchangedNotionalValue = ExchangedNotionalValue
+	positionResp.ExchangedNotionalValue = exchangedNotionalValue
 	positionResp.Position = &types.Position{
 		TraderAddress:                   currentPosition.TraderAddress,
 		Pair:                            currentPosition.Pair,

x/perp/keeper/clearing_house_unit_test.go

@@ -1864,7 +1864,7 @@ func TestClosePosition(t *testing.T) {
 				).Return( /*quoteAssetAmount=*/ tc.newPositionNotional, nil)
 
 			mocks.mockVpoolKeeper.EXPECT().
-				GetSpotPrice(
+				GetMarkPrice(
 					ctx,
 					tc.initialPosition.Pair,
 				).Return(
@@ -1935,7 +1935,7 @@ func TestClosePosition(t *testing.T) {
 				UnrealizedPnlAfter:    sdk.ZeroDec(),
 				BadDebt:               sdk.NewCoin(common.Pair_BTC_NUSD.QuoteDenom(), sdk.ZeroInt()),
 				LiquidationPenalty:    sdk.ZeroDec(),
-				SpotPrice:             tc.newPositionNotional.Quo(tc.initialPosition.Size_.Abs()),
+				MarkPrice:             tc.newPositionNotional.Quo(tc.initialPosition.Size_.Abs()),
 				FundingPayment:        sdk.MustNewDecFromStr("0.02").Mul(tc.initialPosition.Size_),
 				TransactionFee:        sdk.NewInt64Coin(tc.initialPosition.Pair.QuoteDenom(), 0),
 				BlockHeight:           ctx.BlockHeight(),

x/perp/keeper/hooks.go

@@ -37,7 +37,7 @@ func (k Keeper) AfterEpochEnd(ctx sdk.Context, epochIdentifier string, _ uint64)
 			continue
 		}
 
-		markTwap, err := k.VpoolKeeper.GetSpotTWAP(ctx, pairMetadata.Pair, params.TwapLookbackWindow)
+		markTwap, err := k.VpoolKeeper.GetMarkPriceTWAP(ctx, pairMetadata.Pair, params.TwapLookbackWindow)
 		if err != nil {
 			ctx.Logger().Error("failed to fetch twap mark price", "pairMetadata.Pair", pairMetadata.Pair, "error", err)
 			continue

x/perp/keeper/liquidate.go

@@ -177,7 +177,7 @@ func (k Keeper) ExecuteFullLiquidation(
 		return types.LiquidateResp{}, err
 	}
 
-	markPrice, err := k.VpoolKeeper.GetSpotPrice(ctx, position.Pair)
+	markPrice, err := k.VpoolKeeper.GetMarkPrice(ctx, position.Pair)
 	if err != nil {
 		return types.LiquidateResp{}, err
 	}
@@ -320,7 +320,7 @@ func (k Keeper) ExecutePartialLiquidation(
 		return types.LiquidateResp{}, err
 	}
 
-	markPrice, err := k.VpoolKeeper.GetSpotPrice(ctx, currentPosition.Pair)
+	markPrice, err := k.VpoolKeeper.GetMarkPrice(ctx, currentPosition.Pair)
 	if err != nil {
 		return types.LiquidateResp{}, err
 	}

x/perp/keeper/liquidate_test.go

@@ -161,7 +161,7 @@ func TestExecuteFullLiquidation(t *testing.T) {
 			require.EqualValues(t, tc.expectedPerpEFBalance, perpEFBalance)
 
 			t.Log("check emitted events")
-			newMarkPrice, err := vpoolKeeper.GetSpotPrice(ctx, tokenPair)
+			newMarkPrice, err := vpoolKeeper.GetMarkPrice(ctx, tokenPair)
 			require.NoError(t, err)
 			testutilevents.RequireHasTypedEvent(t, ctx, &types.PositionLiquidatedEvent{
 				Pair:                  tokenPair.String(),
@@ -352,7 +352,7 @@ func TestExecutePartialLiquidation(t *testing.T) {
 			)
 
 			t.Log("check emitted events")
-			newMarkPrice, err := vpoolKeeper.GetSpotPrice(ctx, tokenPair)
+			newMarkPrice, err := vpoolKeeper.GetMarkPrice(ctx, tokenPair)
 			require.NoError(t, err)
 			testutilevents.RequireHasTypedEvent(t, ctx, &types.PositionLiquidatedEvent{
 				Pair:                  tokenPair.String(),

x/perp/keeper/liquidate_unit_test.go

@@ -116,7 +116,7 @@ func TestLiquidateIntoPartialLiquidation(t *testing.T) {
 
 			mocks.mockVpoolKeeper.EXPECT().IsOverSpreadLimit(ctx, common.Pair_BTC_NUSD).Return(false)
 			markPrice := tc.newPositionNotional.Quo(tc.initialPositionSize)
-			mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, common.Pair_BTC_NUSD).Return(markPrice, nil)
+			mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, common.Pair_BTC_NUSD).Return(markPrice, nil)
 
 			mocks.mockVpoolKeeper.EXPECT().
 				GetBaseAssetTWAP(
@@ -289,7 +289,7 @@ func TestLiquidateIntoFullLiquidation(t *testing.T) {
 			mocks.mockVpoolKeeper.EXPECT().GetMaintenanceMarginRatio(ctx, common.Pair_BTC_NUSD).Return(sdk.MustNewDecFromStr("0.0625"))
 			mocks.mockVpoolKeeper.EXPECT().IsOverSpreadLimit(ctx, common.Pair_BTC_NUSD).Return(false)
 			markPrice := tc.newPositionNotional.Quo(tc.initialPositionSize)
-			mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, common.Pair_BTC_NUSD).Return(markPrice, nil)
+			mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, common.Pair_BTC_NUSD).Return(markPrice, nil)
 
 			mocks.mockVpoolKeeper.EXPECT().
 				GetBaseAssetTWAP(
@@ -459,7 +459,7 @@ func TestLiquidateIntoFullLiquidationWithBadDebt(t *testing.T) {
 			mocks.mockVpoolKeeper.EXPECT().GetMaintenanceMarginRatio(ctx, common.Pair_BTC_NUSD).Return(sdk.MustNewDecFromStr("0.0625"))
 			mocks.mockVpoolKeeper.EXPECT().IsOverSpreadLimit(ctx, common.Pair_BTC_NUSD).Return(false)
 			markPrice := tc.newPositionNotional.Quo(tc.initialPositionSize)
-			mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, common.Pair_BTC_NUSD).Return(markPrice, nil)
+			mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, common.Pair_BTC_NUSD).Return(markPrice, nil)
 
 			mocks.mockVpoolKeeper.EXPECT().
 				GetBaseAssetTWAP(
@@ -952,7 +952,7 @@ func TestKeeper_ExecuteFullLiquidation(t *testing.T) {
 					/* skipFluctuationLimitCheck */ true,
 				).Return( /*quoteAssetAmount=*/ tc.baseAssetPriceInQuote, nil)
 			mocks.mockVpoolKeeper.EXPECT().
-				GetSpotPrice(ctx, common.Pair_BTC_NUSD).
+				GetMarkPrice(ctx, common.Pair_BTC_NUSD).
 				Return(sdk.OneDec(), nil)
 
 			t.Log("create and set the initial position")
@@ -1268,7 +1268,7 @@ func TestKeeper_ExecutePartialLiquidation(t *testing.T) {
 			}
 
 			mocks.mockVpoolKeeper.EXPECT().
-				GetSpotPrice(ctx, common.Pair_BTC_NUSD).
+				GetMarkPrice(ctx, common.Pair_BTC_NUSD).
 				Return(sdk.OneDec(), nil)
 
 			t.Log("create and set the initial position")

x/perp/keeper/margin.go

@@ -59,7 +59,7 @@ func (k Keeper) AddMargin(
 		return nil, err
 	}
 
-	spotPrice, err := k.VpoolKeeper.GetSpotPrice(ctx, pair)
+	markPrice, err := k.VpoolKeeper.GetMarkPrice(ctx, pair)
 	if err != nil {
 		return nil, err
 	}
@@ -77,7 +77,7 @@ func (k Keeper) AddMargin(
 			UnrealizedPnlAfter:    unrealizedPnl,
 			BadDebt:               sdk.NewCoin(pair.QuoteDenom(), remainingMargin.BadDebt.RoundInt()), // always zero when adding margin
 			FundingPayment:        remainingMargin.FundingPayment,
-			SpotPrice:             spotPrice,
+			MarkPrice:             markPrice,
 			BlockHeight:           ctx.BlockHeight(),
 			BlockTimeMs:           ctx.BlockTime().UnixMilli(),
 			LiquidationPenalty:    sdk.ZeroDec(),
@@ -151,7 +151,7 @@ func (k Keeper) RemoveMargin(
 		return sdk.Coin{}, sdk.Dec{}, types.Position{}, err
 	}
 
-	spotPrice, err := k.VpoolKeeper.GetSpotPrice(ctx, pair)
+	markPrice, err := k.VpoolKeeper.GetMarkPrice(ctx, pair)
 	if err != nil {
 		return sdk.Coin{}, sdk.Dec{}, types.Position{}, err
 	}
@@ -173,7 +173,7 @@ func (k Keeper) RemoveMargin(
 			UnrealizedPnlAfter:    unrealizedPnl,
 			BadDebt:               sdk.NewCoin(pair.QuoteDenom(), remainingMargin.BadDebt.RoundInt()), // always zero when removing margin
 			FundingPayment:        remainingMargin.FundingPayment,
-			SpotPrice:             spotPrice,
+			MarkPrice:             markPrice,
 			BlockHeight:           ctx.BlockHeight(),
 			BlockTimeMs:           ctx.BlockTime().UnixMilli(),
 			LiquidationPenalty:    sdk.ZeroDec(),

x/perp/keeper/margin_test.go

@@ -235,7 +235,7 @@ func TestRemoveMargin(t *testing.T) {
 						UnrealizedPnlAfter:    sdk.ZeroDec(),
 						BadDebt:               sdk.NewCoin(pair.QuoteDenom(), sdk.ZeroInt()), // always zero when adding margin
 						FundingPayment:        sdk.ZeroDec(),
-						SpotPrice:             sdk.MustNewDecFromStr("1.00060009"),
+						MarkPrice:             sdk.MustNewDecFromStr("1.00060009"),
 						BlockHeight:           ctx.BlockHeight(),
 						BlockTimeMs:           ctx.BlockTime().UnixMilli(),
 						LiquidationPenalty:    sdk.ZeroDec(),

x/perp/keeper/margin_unit_test.go

@@ -234,7 +234,7 @@ func TestRemoveMargin(t *testing.T) {
 				t.Log("mock vpool keeper")
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, pair).AnyTimes().Return(true)
 				mocks.mockVpoolKeeper.EXPECT().GetMaintenanceMarginRatio(ctx, pair).Return(sdk.MustNewDecFromStr("0.0625"))
-				mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, pair).Return(sdk.OneDec(), nil)
+				mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, pair).Return(sdk.OneDec(), nil)
 				mocks.mockVpoolKeeper.EXPECT().GetBaseAssetPrice(
 					ctx,
 					pair,
@@ -305,7 +305,7 @@ func TestRemoveMargin(t *testing.T) {
 				mocks.mockVpoolKeeper.EXPECT().GetMaintenanceMarginRatio(ctx, pair).Return(sdk.MustNewDecFromStr("0.0625"))
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, pair).Return(true)
 
-				mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, pair).Return(sdk.OneDec(), nil)
+				mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, pair).Return(sdk.OneDec(), nil)
 				mocks.mockVpoolKeeper.EXPECT().GetBaseAssetPrice(
 					ctx, pair, vpooltypes.Direction_ADD_TO_POOL, sdk.NewDec(1_000)).
 					Return(sdk.NewDec(1000), nil).Times(2)
@@ -374,7 +374,7 @@ func TestRemoveMargin(t *testing.T) {
 						UnrealizedPnlAfter:    sdk.ZeroDec(),
 						BadDebt:               sdk.NewCoin(pair.QuoteDenom(), sdk.ZeroInt()), // always zero when adding margin
 						FundingPayment:        sdk.ZeroDec(),
-						SpotPrice:             sdk.OneDec(),
+						MarkPrice:             sdk.OneDec(),
 						BlockHeight:           ctx.BlockHeight(),
 						BlockTimeMs:           ctx.BlockTime().UnixMilli(),
 						LiquidationPenalty:    sdk.ZeroDec(),
@@ -498,7 +498,7 @@ func TestAddMargin(t *testing.T) {
 
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, pair).Return(true)
 				mocks.mockVpoolKeeper.EXPECT().GetBaseAssetPrice(ctx, pair, vpooltypes.Direction_ADD_TO_POOL, sdk.NewDec(1000)).Return(sdk.NewDec(1000), nil)
-				mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, pair).Return(sdk.OneDec(), nil)
+				mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, pair).Return(sdk.OneDec(), nil)
 
 				t.Log("set pair metadata")
 				setPairMetadata(perpKeeper, ctx, types.PairMetadata{
@@ -550,7 +550,7 @@ func TestAddMargin(t *testing.T) {
 						UnrealizedPnlAfter:    sdk.ZeroDec(),
 						BadDebt:               sdk.NewCoin(pair.QuoteDenom(), sdk.ZeroInt()), // always zero when adding margin
 						FundingPayment:        sdk.ZeroDec(),
-						SpotPrice:             sdk.OneDec(),
+						MarkPrice:             sdk.OneDec(),
 						BlockHeight:           ctx.BlockHeight(),
 						BlockTimeMs:           ctx.BlockTime().UnixMilli(),
 						LiquidationPenalty:    sdk.ZeroDec(),
@@ -569,7 +569,7 @@ func TestAddMargin(t *testing.T) {
 
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, pair).Return(true)
 				mocks.mockVpoolKeeper.EXPECT().GetBaseAssetPrice(ctx, pair, vpooltypes.Direction_ADD_TO_POOL, sdk.NewDec(1000)).Return(sdk.NewDec(1000), nil)
-				mocks.mockVpoolKeeper.EXPECT().GetSpotPrice(ctx, pair).Return(sdk.OneDec(), nil)
+				mocks.mockVpoolKeeper.EXPECT().GetMarkPrice(ctx, pair).Return(sdk.OneDec(), nil)
 
 				t.Log("set pair metadata")
 				setPairMetadata(perpKeeper, ctx, types.PairMetadata{
@@ -620,7 +620,7 @@ func TestAddMargin(t *testing.T) {
 						UnrealizedPnlAfter:    sdk.ZeroDec(),
 						BadDebt:               sdk.NewCoin(pair.QuoteDenom(), sdk.ZeroInt()), // always zero when adding margin
 						FundingPayment:        sdk.OneDec(),
-						SpotPrice:             sdk.OneDec(),
+						MarkPrice:             sdk.OneDec(),
 						BlockHeight:           ctx.BlockHeight(),
 						BlockTimeMs:           ctx.BlockTime().UnixMilli(),
 						LiquidationPenalty:    sdk.ZeroDec(),

x/perp/module_simulation.go

@@ -29,6 +29,6 @@ func (am AppModule) RandomizedParams(_ *rand.Rand) []simtypes.ParamChange {
 func (am AppModule) RegisterStoreDecoder(_ sdk.StoreDecoderRegistry) {}
 
 // WeightedOperations returns the all the gov module operations with their respective weights.
-func (am AppModule) WeightedOperations(simState module.SimulationState) []simtypes.WeightedOperation {
-	return simulation.WeightedOperations(simState.AppParams, simState.Cdc, am.ak, am.bk, am.keeper)
+func (am AppModule) WeightedOperations(module.SimulationState) []simtypes.WeightedOperation {
+	return simulation.WeightedOperations(am.ak, am.bk, am.keeper)
 }

x/perp/simulation/operations.go

@@ -5,7 +5,6 @@ import (
 	"math/rand"
 
 	"github.com/cosmos/cosmos-sdk/baseapp"
-	"github.com/cosmos/cosmos-sdk/codec"
 	"github.com/cosmos/cosmos-sdk/simapp"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	simtypes "github.com/cosmos/cosmos-sdk/types/simulation"
@@ -20,16 +19,11 @@ import (
 const defaultWeight = 100
 
 // WeightedOperations returns all the operations from the module with their respective weights
-func WeightedOperations(
-	appParams simtypes.AppParams,
-	cdc codec.JSONCodec,
-	ak types.AccountKeeper,
-	bk types.BankKeeper,
-	k keeper.Keeper) simulation.WeightedOperations {
+func WeightedOperations(ak types.AccountKeeper, bk types.BankKeeper, k keeper.Keeper) simulation.WeightedOperations {
 	return simulation.WeightedOperations{
 		simulation.NewWeightedOperation(
 			defaultWeight,
-			SimulateMsgOpenPosition(ak, bk, k),
+			SimulateMsgOpenPosition(ak, bk),
 		),
 		simulation.NewWeightedOperation(
 			33,
@@ -47,7 +41,7 @@ func WeightedOperations(
 }
 
 // SimulateMsgOpenPosition generates a MsgOpenPosition with random values.
-func SimulateMsgOpenPosition(ak types.AccountKeeper, bk types.BankKeeper, k keeper.Keeper) simtypes.Operation {
+func SimulateMsgOpenPosition(ak types.AccountKeeper, bk types.BankKeeper) simtypes.Operation {
 	return func(
 		r *rand.Rand, app *baseapp.BaseApp, ctx sdk.Context, accs []simtypes.Account, chainID string,
 	) (simtypes.OperationMsg, []simtypes.FutureOperation, error) {