Skip to content

Commit

Permalink
feat(perp): Add fields to QueryPositionResponse (#679)
Browse files Browse the repository at this point in the history 
* Refactor names

* Add fields to query position resp

* Calculate fields on query position

* Clean TestOpenPositionsAndCloseCmd

* Add assertions to TestOpenPositionsAndCloseCmd

Co-authored-by: Mat-Cosmos <[email protected]>
  • Loading branch information
@NibiruHeisenberg @matthiasmatt
NibiruHeisenberg and matthiasmatt authored Jul 7, 2022
1 parent fcb3332 commit 060ab8f
Show file tree
Hide file tree
Showing 9 changed files with 436 additions and 171 deletions.
16 changes: 16 additions & 0 deletions proto/perp/v1/query.proto
View file
Original file line number Diff line number Diff line change
Expand Up @@ -41,7 +41,23 @@ message QueryTraderPositionRequest {
}

message QueryTraderPositionResponse {
// The position as it exists in the blockchain state
Position position = 1;

// The position's current notional value, if it were to be entirely closed (in margin units).
string position_notional = 2 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false];

// The position's unrealized PnL.
string unrealized_pnl = 3 [
(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 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false];
}

// ---------------------------------------- OtherQuery
178 changes: 95 additions & 83 deletions x/perp/client/cli/cli_test.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,6 @@ import (
"testing"
"time"

"github.com/stretchr/testify/require"
"google.golang.org/grpc/codes"
"google.golang.org/grpc/status"

Expand Down Expand Up @@ -82,7 +81,7 @@ func (s *IntegrationTestSuite) SetupSuite() {
vpoolGenesis := vpooltypes.DefaultGenesis()
vpoolGenesis.Vpools = []*vpooltypes.Pool{
{
Pair: common.MustNewAssetPair("ubtc:unibi"),
Pair: common.PairBTCStable,
BaseAssetReserve: sdk.NewDec(10_000_000),
QuoteAssetReserve: sdk.NewDec(60_000_000_000),
TradeLimitRatio: sdk.MustNewDecFromStr("0.8"),
Expand Down Expand Up @@ -114,7 +113,7 @@ func (s *IntegrationTestSuite) SetupSuite() {
perpGenesis := perptypes.DefaultGenesis()
perpGenesis.PairMetadata = []*perptypes.PairMetadata{
{
Pair: common.MustNewAssetPair("ubtc:unibi"),
Pair: common.PairBTCStable,
CumulativePremiumFractions: []sdk.Dec{
sdk.ZeroDec(),
},
Expand Down Expand Up @@ -143,12 +142,12 @@ func (s *IntegrationTestSuite) SetupSuite() {
s.network = testutilcli.NewNetwork(s.T(), s.cfg)

_, err := s.network.WaitForHeight(1)
s.Require().NoError(err)
s.NoError(err)

val := s.network.Validators[0]
info, _, err := val.ClientCtx.Keyring.
NewMnemonic("user1", keyring.English, sdk.FullFundraiserPath, "", hd.Secp256k1)
s.Require().NoError(err)
s.NoError(err)
user1 := sdk.AccAddress(info.GetPubKey().Address())

s.users = []sdk.AccAddress{user1}
Expand All @@ -164,7 +163,7 @@ func (s *IntegrationTestSuite) SetupSuite() {
val,
s.cfg.BondDenom,
)
s.Require().NoError(err)
s.NoError(err)
}

func (s *IntegrationTestSuite) TearDownSuite() {
Expand All @@ -174,145 +173,158 @@ func (s *IntegrationTestSuite) TearDownSuite() {

func (s *IntegrationTestSuite) TestOpenPositionsAndCloseCmd() {
val := s.network.Validators[0]
assetPair := common.AssetPair{
Token0: "ubtc",
Token1: "unibi",
}

user := s.users[0]

s.T().Log("A. check vpool balances")
reserveAssets, err := testutilcli.QueryVpoolReserveAssets(val.ClientCtx, assetPair)
reserveAssets, err := testutilcli.QueryVpoolReserveAssets(val.ClientCtx, common.PairBTCStable)
s.T().Logf("reserve assets: %+v", reserveAssets)
s.Require().NoError(err)
s.Assert().EqualValues(sdk.NewDec(10_000_000), reserveAssets.BaseAssetReserve)
s.Assert().EqualValues(sdk.NewDec(60_000_000_000), reserveAssets.QuoteAssetReserve)
s.NoError(err)
s.EqualValues(sdk.NewDec(10_000_000), reserveAssets.BaseAssetReserve)
s.EqualValues(sdk.NewDec(60_000_000_000), reserveAssets.QuoteAssetReserve)

s.T().Log("A. check trader has no existing positions")
_, err = testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
s.Assert().Error(err, "no position found")
_, err = testutilcli.QueryTraderPosition(val.ClientCtx, common.PairBTCStable, user)
s.Error(err, "no position found")

s.T().Log("B. open position")
args := []string{
"--from",
user.String(),
"buy",
assetPair.String(),
"1", // Leverage
"1000000", // 1 BTC
"1",
common.PairBTCStable.String(),
/* leverage */ "1",
/* quoteAmt */ "1000000", // 10^6 uNUSD
/* baseAssetLimit */ "1",
}
_, err = clitestutil.ExecTestCLICmd(val.ClientCtx, cli.OpenPositionCmd(), append(args, commonArgs...))
s.Require().NoError(err)
s.NoError(err)

s.T().Log("B. check vpool balance after open position")
reserveAssets, err = testutilcli.QueryVpoolReserveAssets(val.ClientCtx, assetPair)
reserveAssets, err = testutilcli.QueryVpoolReserveAssets(val.ClientCtx, common.PairBTCStable)
s.T().Logf("reserve assets: %+v", reserveAssets)
s.Require().NoError(err)
s.Assert().EqualValues(sdk.MustNewDecFromStr("9999833.336111064815586407"), reserveAssets.BaseAssetReserve)
s.Assert().EqualValues(sdk.NewDec(60_001_000_000), reserveAssets.QuoteAssetReserve)
s.NoError(err)
s.EqualValues(sdk.MustNewDecFromStr("9999833.336111064815586407"), reserveAssets.BaseAssetReserve)
s.EqualValues(sdk.NewDec(60_001_000_000), reserveAssets.QuoteAssetReserve)

s.T().Log("B. check vpool balances")
queryResp, err := testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
queryResp, err := testutilcli.QueryTraderPosition(val.ClientCtx, common.PairBTCStable, user)
s.T().Logf("query response: %+v", queryResp)
s.Require().NoError(err)
s.Assert().EqualValues(user.String(), queryResp.Position.TraderAddress)
s.Assert().EqualValues(assetPair, queryResp.Position.Pair)
s.Assert().EqualValues(sdk.NewDec(1_000_000), queryResp.Position.Margin)
s.Assert().EqualValues(sdk.NewDec(1_000_000), queryResp.Position.OpenNotional)
s.NoError(err)
s.EqualValues(user.String(), queryResp.Position.TraderAddress)
s.EqualValues(common.PairBTCStable, queryResp.Position.Pair)
s.EqualValues(sdk.MustNewDecFromStr("166.663888935184413593"), queryResp.Position.Size_)
s.EqualValues(sdk.NewDec(1_000_000), queryResp.Position.Margin)
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.T().Log("C. open position with 2x leverage and zero baseAmtLimit")
args = []string{
"--from",
user.String(),
"buy",
assetPair.String(),
common.PairBTCStable.String(),
/* leverage */ "2",
/* quoteAmt */ "1000000", // 10^6 unusd
/* quoteAmt */ "1000000", // 10^6 uNUSD
/* baseAmtLimit */ "0",
}
_, err = clitestutil.ExecTestCLICmd(val.ClientCtx, cli.OpenPositionCmd(), append(args, commonArgs...))
s.Require().NoError(err)
s.NoError(err)

s.T().Log("C. check trader position")
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, common.PairBTCStable, user)
s.T().Logf("query response: %+v", queryResp)
s.Require().NoError(err)
s.Assert().EqualValues(user.String(), queryResp.Position.TraderAddress)
s.Assert().EqualValues(assetPair, queryResp.Position.Pair)
s.Assert().EqualValues(sdk.NewDec(2_000_000), queryResp.Position.Margin)
s.Assert().EqualValues(sdk.NewDec(3_000_000), queryResp.Position.OpenNotional)
s.NoError(err)
s.EqualValues(user.String(), queryResp.Position.TraderAddress)
s.EqualValues(common.PairBTCStable, queryResp.Position.Pair)
s.EqualValues(sdk.MustNewDecFromStr("499.975001249937503125"), queryResp.Position.Size_)
s.EqualValues(sdk.NewDec(2_000_000), queryResp.Position.Margin)
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.T().Log("D. Open a reverse position smaller than the existing position")
args = []string{
"--from",
user.String(),
"sell",
assetPair.String(),
"1", // Leverage
"100", // unusd
"1",
common.PairBTCStable.String(),
/* leverage */ "1",
/* quoteAmt */ "100", // 100 uNUSD
/* baseAssetLimit */ "1",
}
res, err := clitestutil.ExecTestCLICmd(val.ClientCtx, cli.OpenPositionCmd(), append(args, commonArgs...))
s.Require().NoError(err)
s.Assert().NotContains(res.String(), "fail")
s.NoError(err)
s.NotContains(res.String(), "fail")

s.T().Log("D. Check vpool after opening reverse position")
reserveAssets, err = testutilcli.QueryVpoolReserveAssets(val.ClientCtx, assetPair)
reserveAssets, err = testutilcli.QueryVpoolReserveAssets(val.ClientCtx, common.PairBTCStable)
s.T().Logf(" \n reserve assets: %+v \n", reserveAssets)
s.Require().NoError(err)
s.Assert().EqualValues(sdk.MustNewDecFromStr("9999500.041663750215262154"), reserveAssets.BaseAssetReserve)
s.Assert().EqualValues(sdk.NewDec(60_002_999_900), reserveAssets.QuoteAssetReserve)
s.NoError(err)
s.EqualValues(sdk.MustNewDecFromStr("9999500.041663750215262154"), reserveAssets.BaseAssetReserve)
s.EqualValues(sdk.NewDec(60_002_999_900), reserveAssets.QuoteAssetReserve)

s.T().Log("D. Check trader position")
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, common.PairBTCStable, user)
s.T().Logf("query response: %+v", queryResp)
s.Require().NoError(err)
s.Assert().EqualValues(user.String(), queryResp.Position.TraderAddress)
s.Assert().EqualValues(assetPair, queryResp.Position.Pair)
s.Assert().EqualValues(sdk.NewDec(2_000_000), queryResp.Position.Margin)
s.Assert().EqualValues(sdk.NewDec(2_999_900), queryResp.Position.OpenNotional)
s.NoError(err)
s.EqualValues(user.String(), queryResp.Position.TraderAddress)
s.EqualValues(common.PairBTCStable, queryResp.Position.Pair)
s.EqualValues(sdk.MustNewDecFromStr("499.958336249784737846"), queryResp.Position.Size_)
s.EqualValues(sdk.NewDec(2_000_000), queryResp.Position.Margin)
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.T().Log("E. Open a reverse position larger than the existing position")
args = []string{
"--from",
user.String(),
"sell",
assetPair.String(),
"1", // Leverage
"4000000", // 4*10^6 unusd
"2000000000", // TODO: just threw a large number here, figure out a more appropriate amount
common.PairBTCStable.String(),
/* leverage */ "1",
/* quoteAmt */ "4000000", // 4*10^6 uNUSD
/* baseAssetLimit */ "0",
}
res, err = clitestutil.ExecTestCLICmd(val.ClientCtx, cli.OpenPositionCmd(), append(args, commonArgs...))
s.Require().NoError(err)
s.Assert().NotContains(res.String(), "fail")
s.NoError(err)
s.NotContains(res.String(), "fail")

s.T().Log("E. Check trader position")
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, common.PairBTCStable, user)
s.T().Logf("query response: %+v", queryResp)
s.Require().NoError(err)
s.Assert().EqualValues(user.String(), queryResp.Position.TraderAddress)
s.Assert().EqualValues(assetPair, queryResp.Position.Pair)
s.Assert().EqualValues(sdk.MustNewDecFromStr("1000100.000000000000000494"), queryResp.Position.OpenNotional)
s.Assert().EqualValues(sdk.MustNewDecFromStr("-166.686111713005402945"), queryResp.Position.Size_)
s.Assert().EqualValues(sdk.MustNewDecFromStr("1000100.000000000000000494"), queryResp.Position.Margin)
s.NoError(err)
s.EqualValues(user.String(), queryResp.Position.TraderAddress)
s.EqualValues(common.PairBTCStable, queryResp.Position.Pair)
s.EqualValues(sdk.MustNewDecFromStr("-166.686111713005402945"), queryResp.Position.Size_)
s.EqualValues(sdk.MustNewDecFromStr("1000100.000000000000000494"), queryResp.Position.OpenNotional)
s.EqualValues(sdk.MustNewDecFromStr("1000100.000000000000000494"), queryResp.Position.Margin)
s.EqualValues(sdk.MustNewDecFromStr("1000099.999999999999999651"), queryResp.PositionNotional)
s.EqualValues(sdk.MustNewDecFromStr("0.000000000000000843"), queryResp.UnrealizedPnl)
s.EqualValues(sdk.NewDec(1), queryResp.MarginRatio)

s.T().Log("F. Close position")
args = []string{
"--from",
user.String(),
assetPair.String(),
common.PairBTCStable.String(),
}
_, err = clitestutil.ExecTestCLICmd(val.ClientCtx, cli.ClosePositionCmd(), append(args, commonArgs...))
s.Require().NoError(err)
s.NoError(err)

s.T().Log("F. check trader position")
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
queryResp, err = testutilcli.QueryTraderPosition(val.ClientCtx, common.PairBTCStable, user)

s.T().Logf("query response: %+v", queryResp)
s.Error(err)

status, ok := status.FromError(err)
require.True(s.T(), ok)
require.Equal(s.T(), status.Code(), codes.InvalidArgument)
s.True(ok)
s.EqualValues(codes.InvalidArgument, status.Code())
}

func (s *IntegrationTestSuite) TestPositionEmptyAndClose() {
Expand All @@ -326,7 +338,7 @@ func (s *IntegrationTestSuite) TestPositionEmptyAndClose() {

// verify trader has no position (empty)
_, err := testutilcli.QueryTraderPosition(val.ClientCtx, assetPair, user)
s.Assert().Error(err, "no position found")
s.Error(err, "no position found")

// close position should produce error
args := []string{
Expand All @@ -335,7 +347,7 @@ func (s *IntegrationTestSuite) TestPositionEmptyAndClose() {
assetPair.String(),
}
out, _ := clitestutil.ExecTestCLICmd(val.ClientCtx, cli.ClosePositionCmd(), append(args, commonArgs...))
s.Assert().Contains(out.String(), "no position found")
s.Contains(out.String(), "no position found")
}

func (s *IntegrationTestSuite) TestGetPrices() {
Expand All @@ -347,15 +359,15 @@ func (s *IntegrationTestSuite) TestGetPrices() {

s.T().Log("check vpool balances")
reserveAssets, err := testutilcli.QueryVpoolReserveAssets(val.ClientCtx, assetPair)
s.Require().NoError(err)
s.Assert().EqualValues(sdk.MustNewDecFromStr("10000000"), reserveAssets.BaseAssetReserve)
s.Assert().EqualValues(sdk.MustNewDecFromStr("60000000000"), reserveAssets.QuoteAssetReserve)
s.NoError(err)
s.EqualValues(sdk.MustNewDecFromStr("10000000"), reserveAssets.BaseAssetReserve)
s.EqualValues(sdk.MustNewDecFromStr("60000000000"), reserveAssets.QuoteAssetReserve)

s.T().Log("check prices")
priceInfo, err := testutilcli.QueryBaseAssetPrice(val.ClientCtx, assetPair, "1", "100")
s.T().Logf("priceInfo: %+v", priceInfo)
s.Assert().EqualValues(sdk.MustNewDecFromStr("599994.000059999400006000"), priceInfo.PriceInQuoteDenom)
s.Require().NoError(err)
s.EqualValues(sdk.MustNewDecFromStr("599994.000059999400006000"), priceInfo.PriceInQuoteDenom)
s.NoError(err)
}

func (s *IntegrationTestSuite) TestRemoveMargin() {
Expand All @@ -378,7 +390,7 @@ func (s *IntegrationTestSuite) TestRemoveMargin() {
if err != nil {
s.T().Logf("user1 open position err: %+v", err)
}
s.Require().NoError(err)
s.NoError(err)

// Remove margin to trigger bad debt on user 1
s.T().Log("removing margin on user 1....")
Expand All @@ -393,7 +405,7 @@ func (s *IntegrationTestSuite) TestRemoveMargin() {
s.T().Logf("user1 remove margin err: %+v", err)
}

s.Require().Contains(out.String(), perptypes.ErrFailedRemoveMarginCanCauseBadDebt.Error())
s.Contains(out.String(), perptypes.ErrFailedRemoveMarginCanCauseBadDebt.Error())
}

func TestIntegrationTestSuite(t *testing.T) {
Expand Down
4 changes: 2 additions & 2 deletions x/perp/client/cli/tx.go
View file
Original file line number Diff line number Diff line change
Expand Up @@ -71,15 +71,15 @@ func OpenPositionCmd() *cobra.Command {
return fmt.Errorf("invalid quote amount: %s", args[3])
}

baseAssetAmountLimit := sdk.MustNewDecFromStr(args[4])
baseAmtLimit := sdk.MustNewDecFromStr(args[4])

msg := &types.MsgOpenPosition{
Sender: clientCtx.GetFromAddress().String(),
TokenPair: assetPair.String(),
Side: side,
QuoteAssetAmount: amount,
Leverage: leverage,
BaseAssetAmountLimit: baseAssetAmountLimit.RoundInt(),
BaseAssetAmountLimit: baseAmtLimit.RoundInt(),
}

if err := msg.ValidateBasic(); err != nil {
Expand Down
Loading

0 comments on commit 060ab8f

Please sign in to comment.