refactor(perp): Refactor perp state proto (#479)

* Remove LiquidityHistoryIndex * Refactor position address to sdk.AccAddress type * Remove VirtualPoolInfo proto * Replace string address with sdk.AccAddress
NibiruChain · May 24, 2022 · ed1695b · ed1695b
1 parent 5d0b7bc
commit ed1695b
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Showing 24 changed files with 620 additions and 935 deletions.
diff --git a/proto/perp/v1/state.proto b/proto/perp/v1/state.proto
@@ -44,28 +44,36 @@ message GenesisState {
 // the virtual liquidity pools.
 message Position {
   // address identifies the address owner of this position
-  string address = 1;
+  bytes trader_address = 1 [
+    (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
+
   // pair identifies the pair associated with this position
   string pair = 2;
 
+  // Position size.
   string size = 3 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false]; // signed int
+
+  // Amount of margin remaining in the position.
   string margin = 4 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false]; 
 
   // OpenNotional is the quote denom value of the position when opening.
+  // Used to calculate PnL.
   string open_notional = 5 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false]; 
+
+  // The last cumulative funding payment this position has applied.
+  // Used to calculate the next funding payment. 
   string last_update_cumulative_premium_fraction = 6 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false]; // int
-  int64 liquidity_history_index = 7;
 
   // BlockNumber is the block number of the change to the position.
-  int64 block_number = 8;
+  int64 block_number = 7;
 }
 
 message PositionResp {
@@ -94,38 +102,30 @@ message PositionResp {
     (gogoproto.nullable) = false];
 }
 
-message LiquidateResp{
+message LiquidateResp {
   // Amount of bad debt created by the liquidation event
-  string bad_debt = 1[
+  string bad_debt = 1 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
 
   // Fee paid to the liquidator
-  string fee_to_liquidator = 2[
+  string fee_to_liquidator = 2 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
 
   // Fee paid to the Perp EF fund
-  string fee_to_perp_ecosystem_fund = 3[
+  string fee_to_perp_ecosystem_fund = 3 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
 
   // Address of the liquidator
-  bytes liquidator = 4[
+  bytes liquidator = 4 [
     (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
 
   // Position response from the close or open reverse position
   PositionResp position_resp = 5;
 }
 
-message VirtualPoolInfo {
-  string pair = 1;
-  int64 last_restriction_block = 2;
-  repeated string cumulative_premium_fractions = 3 [
-    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
-    (gogoproto.nullable) = false];
-}
-
 enum Side {
   BUY = 0;
   SELL = 1;
@@ -156,38 +156,51 @@ message PairMetadata {
 }
 
 message PositionChangedEvent {
-  string trader = 1;
+  bytes trader_address = 1 [
+    (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
+
   string pair  = 2;
+
   string margin = 3 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string position_notional = 4 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string exchanged_position_size = 5 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string fee = 6 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
     (gogoproto.nullable) = false];
+
   string position_size_after = 7 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string realized_pnl = 8 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string unrealized_pnl_after = 9 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string bad_debt = 10 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string liquidation_penalty = 11 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string spot_price = 12 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];
+
   string funding_payment = 13 [
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false];

diff --git a/proto/perp/v1/tx.proto b/proto/perp/v1/tx.proto
@@ -36,8 +36,11 @@ service Msg {
 
 /* MsgRemoveMargin: Msg to remove margin. */
 message MsgRemoveMargin {
-  string sender = 1;
+  bytes sender = 1 [
+    (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
+
   string token_pair = 2;
+
   cosmos.base.v1beta1.Coin margin = 3 [(gogoproto.nullable) = false];
 }
 
@@ -53,7 +56,9 @@ message MsgRemoveMarginResponse {
 
 /* MsgAddMargin: Msg to remove margin. */
 message MsgAddMargin {
-  string sender = 1;
+  bytes sender = 1 [
+    (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
+
   string token_pair = 2;
   cosmos.base.v1beta1.Coin margin = 3 [(gogoproto.nullable) = false];
 }
@@ -66,7 +71,9 @@ message MsgAddMarginResponse {
 
 message MsgLiquidate {
     // Sender is the liquidator address
-    string sender = 1;
+    bytes sender = 1 [
+      (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
+
     // TokenPair is the identifier for the position's virtual pool
     string token_pair = 2;
     // Trader is the address of the owner of the position 
@@ -80,7 +87,9 @@ message MsgLiquidate {
 // -------------------------- OpenPosition --------------------------
 
 message MsgOpenPosition {
-  string sender = 1;
+  bytes sender = 1 [
+    (gogoproto.casttype)  = "github.com/cosmos/cosmos-sdk/types.AccAddress"];
+
   string token_pair = 2;
   nibiru.perp.v1.Side side = 3;
   string quote_asset_amount = 4 [

diff --git a/x/perp/client/cli/cli.go b/x/perp/client/cli/cli.go
@@ -136,7 +136,7 @@ func OpenPositionCmd() *cobra.Command {
 			}
 
 			msg := &types.MsgOpenPosition{
-				Sender:               clientCtx.GetFromAddress().String(),
+				Sender:               clientCtx.GetFromAddress(),
 				TokenPair:            args[1],
 				Side:                 side,
 				QuoteAssetAmount:     amount,
@@ -185,7 +185,7 @@ func RemoveMarginCmd() *cobra.Command {
 			}
 
 			msg := &types.MsgRemoveMargin{
-				Sender:    clientCtx.GetFromAddress().String(),
+				Sender:    clientCtx.GetFromAddress(),
 				TokenPair: args[0],
 				Margin:    marginToRemove,
 			}
@@ -227,7 +227,7 @@ func AddMarginCmd() *cobra.Command {
 			}
 
 			msg := &types.MsgAddMargin{
-				Sender:    clientCtx.GetFromAddress().String(),
+				Sender:    clientCtx.GetFromAddress(),
 				TokenPair: args[0],
 				Margin:    marginToAdd,
 			}

diff --git a/x/perp/events/events.go b/x/perp/events/events.go
@@ -29,20 +29,20 @@ const (
 )
 
 func NewTransferEvent(
-	coin sdk.Coin, from string, to string,
+	coin sdk.Coin, from sdk.AccAddress, to sdk.AccAddress,
 ) sdk.Event {
 	const EventTypeTransfer = "transfer"
 	return sdk.NewEvent(
 		EventTypeTransfer,
-		sdk.NewAttribute(AttributeFromAddr, from),
-		sdk.NewAttribute(AttributeToAddr, to),
+		sdk.NewAttribute(AttributeFromAddr, from.String()),
+		sdk.NewAttribute(AttributeToAddr, to.String()),
 		sdk.NewAttribute(AttributeTokenDenom, coin.Denom),
 		sdk.NewAttribute(AttributeTokenAmount, coin.Amount.String()),
 	)
 }
 
 func EmitTransfer(
-	ctx sdk.Context, coin sdk.Coin, from string, to string,
+	ctx sdk.Context, coin sdk.Coin, from sdk.AccAddress, to sdk.AccAddress,
 ) {
 	ctx.EventManager().EmitEvent(NewTransferEvent(coin, from, to))
 }
@@ -264,26 +264,26 @@ Args:
 */
 func EmitMarginChange(
 	ctx sdk.Context,
-	owner sdk.AccAddress,
+	traderAddr sdk.AccAddress,
 	vpool string,
 	marginAmt sdk.Int,
 	fundingPayment sdk.Dec,
 ) {
 	ctx.EventManager().EmitEvent(NewMarginChangeEvent(
-		owner, vpool, marginAmt, fundingPayment),
+		traderAddr, vpool, marginAmt, fundingPayment),
 	)
 }
 
 func NewMarginChangeEvent(
-	owner sdk.AccAddress,
+	traderAddr sdk.AccAddress,
 	vpool string,
 	marginAmt sdk.Int,
 	fundingPayment sdk.Dec,
 ) sdk.Event {
 	const EventTypeMarginChange = "margin_change"
 	return sdk.NewEvent(
 		EventTypeMarginChange,
-		sdk.NewAttribute(AttributePositionOwner, owner.String()),
+		sdk.NewAttribute(AttributePositionOwner, traderAddr.String()),
 		sdk.NewAttribute(AttributeVpool, vpool),
 		sdk.NewAttribute("margin_amt", marginAmt.String()),
 		sdk.NewAttribute("funding_payment", fundingPayment.String()),
@@ -313,7 +313,7 @@ func NewInternalPositionResponseEvent(
 	pos := positionResp.Position
 	return sdk.NewEvent(
 		"internal_position_response",
-		sdk.NewAttribute(AttributePositionOwner, pos.Address),
+		sdk.NewAttribute(AttributePositionOwner, pos.TraderAddress.String()),
 		sdk.NewAttribute(AttributeVpool, pos.Pair),
 		sdk.NewAttribute("pos_margin", pos.Margin.String()),
 		sdk.NewAttribute("pos_open_notional", pos.OpenNotional.String()),

diff --git a/x/perp/keeper/calc_test.go b/x/perp/keeper/calc_test.go
@@ -61,7 +61,7 @@ func TestCalcRemainMarginWithFundingPayment(t *testing.T) {
 					sdk.MustNewDecFromStr("0.9"), // 0.9 ratio
 					/* y */ sdk.NewDec(1_000_000), //
 					/* x */ sdk.NewDec(1_000_000), //
-					/* fluctLim */ sdk.MustNewDecFromStr("1.0"), // 100%
+					/* fluctuationLimit */ sdk.MustNewDecFromStr("1.0"), // 100%
 					/* maxOracleSpreadRatio */ sdk.MustNewDecFromStr("1.0"), // 100%
 				)
 				premiumFractions := []sdk.Dec{sdk.ZeroDec()} // fPayment -> 0
@@ -75,7 +75,7 @@ func TestCalcRemainMarginWithFundingPayment(t *testing.T) {
 				})
 
 				pos := &types.Position{
-					Address: alice.String(), Pair: pair.String(),
+					TraderAddress: alice, Pair: pair.String(),
 					Margin: sdk.NewDec(100), Size_: sdk.NewDec(200),
 					LastUpdateCumulativePremiumFraction: premiumFractions[0],
 				}
@@ -110,7 +110,7 @@ func TestCalcRemainMarginWithFundingPayment(t *testing.T) {
 					sdk.MustNewDecFromStr("0.9"), // 0.9 ratio
 					/* y */ sdk.NewDec(1_000_000), //
 					/* x */ sdk.NewDec(1_000_000), //
-					/* fluctLim */ sdk.MustNewDecFromStr("1.0"), // 100%
+					/* fluctuationLimit */ sdk.MustNewDecFromStr("1.0"), // 100%
 					/* maxOracleSpreadRatio */ sdk.MustNewDecFromStr("1.0"), // 100%
 				)
 				premiumFractions := []sdk.Dec{
@@ -128,7 +128,7 @@ func TestCalcRemainMarginWithFundingPayment(t *testing.T) {
 				})
 
 				pos := &types.Position{
-					Address: alice.String(), Pair: pair.String(),
+					TraderAddress: alice, Pair: pair.String(),
 					Margin: sdk.NewDec(100), Size_: sdk.NewDec(200),
 					LastUpdateCumulativePremiumFraction: premiumFractions[1],
 				}

diff --git a/x/perp/keeper/calc_unit_test.go b/x/perp/keeper/calc_unit_test.go
@@ -23,7 +23,7 @@ func Test_calcFreeCollateral(t *testing.T) {
 				fundingPayment := sdk.ZeroDec()
 				the3pool := "dai:usdc:usdt"
 				alice := sample.AccAddress()
-				pos := types.ZeroPosition(ctx, common.TokenPair(the3pool), alice.String())
+				pos := types.ZeroPosition(ctx, common.TokenPair(the3pool), alice)
 				_, err := k.calcFreeCollateral(ctx, *pos, fundingPayment)
 				assert.Error(t, err)
 				assert.ErrorContains(t, err, common.ErrInvalidTokenPair.Error())
@@ -37,7 +37,7 @@ func Test_calcFreeCollateral(t *testing.T) {
 				fundingPayment := sdk.ZeroDec()
 				validPair := common.TokenPair("xxx:yyy")
 				alice := sample.AccAddress()
-				pos := types.ZeroPosition(ctx, validPair, alice.String())
+				pos := types.ZeroPosition(ctx, validPair, alice)
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, validPair).
 					Return(false)
 				_, err := k.calcFreeCollateral(ctx, *pos, fundingPayment)
@@ -53,7 +53,7 @@ func Test_calcFreeCollateral(t *testing.T) {
 				fundingPayment := sdk.ZeroDec()
 				validPair := common.TokenPair("xxx:yyy")
 				alice := sample.AccAddress()
-				pos := types.ZeroPosition(ctx, validPair, alice.String())
+				pos := types.ZeroPosition(ctx, validPair, alice)
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, validPair).
 					Return(true)
 				freeCollateral, err := k.calcFreeCollateral(ctx, *pos, fundingPayment)
@@ -69,7 +69,7 @@ func Test_calcFreeCollateral(t *testing.T) {
 				fundingPayment := sdk.NewDec(10)
 				validPair := common.TokenPair("xxx:yyy")
 				alice := sample.AccAddress()
-				pos := types.ZeroPosition(ctx, validPair, alice.String())
+				pos := types.ZeroPosition(ctx, validPair, alice)
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, validPair).
 					Return(true)
 				freeCollateral, err := k.calcFreeCollateral(ctx, *pos, fundingPayment)
@@ -85,7 +85,7 @@ func Test_calcFreeCollateral(t *testing.T) {
 				fundingPayment := sdk.NewDec(-100)
 				validPair := common.TokenPair("xxx:yyy")
 				alice := sample.AccAddress()
-				pos := types.ZeroPosition(ctx, validPair, alice.String())
+				pos := types.ZeroPosition(ctx, validPair, alice)
 				mocks.mockVpoolKeeper.EXPECT().ExistsPool(ctx, validPair).
 					Return(true)
 				freeCollateral, err := k.calcFreeCollateral(ctx, *pos, fundingPayment)