[Perpetual]: New Liquidation System

proto/elys/perpetual/tx.proto

@@ -11,15 +11,16 @@ import "elys/perpetual/types.proto";
 
 // Msg defines the Msg service.
 service Msg {
-  rpc Open                (MsgOpen               ) returns (MsgOpenResponse               );
-  rpc BrokerOpen          (MsgBrokerOpen         ) returns (MsgOpenResponse               );
-  rpc Close               (MsgClose              ) returns (MsgCloseResponse              );
-  rpc BrokerClose         (MsgBrokerClose        ) returns (MsgCloseResponse              );
-  rpc UpdateParams        (MsgUpdateParams       ) returns (MsgUpdateParamsResponse       );
-  rpc Whitelist           (MsgWhitelist          ) returns (MsgWhitelistResponse          );
-  rpc Dewhitelist         (MsgDewhitelist        ) returns (MsgDewhitelistResponse        );
-  rpc AddCollateral       (MsgAddCollateral      ) returns (MsgAddCollateralResponse      );
-  rpc BrokerAddCollateral (MsgBrokerAddCollateral) returns (MsgAddCollateralResponse);
+  rpc Open                (MsgOpen               ) returns (MsgOpenResponse          );
+  rpc BrokerOpen          (MsgBrokerOpen         ) returns (MsgOpenResponse          );
+  rpc Close               (MsgClose              ) returns (MsgCloseResponse         );
+  rpc BrokerClose         (MsgBrokerClose        ) returns (MsgCloseResponse         );
+  rpc UpdateParams        (MsgUpdateParams       ) returns (MsgUpdateParamsResponse  );
+  rpc Whitelist           (MsgWhitelist          ) returns (MsgWhitelistResponse     );
+  rpc Dewhitelist         (MsgDewhitelist        ) returns (MsgDewhitelistResponse   );
+  rpc AddCollateral       (MsgAddCollateral      ) returns (MsgAddCollateralResponse );
+  rpc BrokerAddCollateral (MsgBrokerAddCollateral) returns (MsgAddCollateralResponse );
+  rpc ClosePositions      (MsgClosePositions     ) returns (MsgClosePositionsResponse);
 }
 message MsgOpen {
   string                   creator           = 1;
@@ -101,3 +102,12 @@ message MsgBrokerAddCollateral {
   int32  id      = 3;
   string owner   = 4;
 }
+
+message MsgClosePositions {
+  string creator = 1;
+  repeated PositionRequest liquidate = 2;
+  repeated PositionRequest stop_loss = 3;
+}
+
+message MsgClosePositionsResponse {}
+

proto/elys/perpetual/types.proto

@@ -12,6 +12,95 @@ enum Position {
   SHORT = 2;
 }
 
+message LegacyMTP {
+  string address = 1;
+  string collateral_asset = 2;
+  string trading_asset = 3;
+  string liabilities_asset = 4;
+  string custody_asset = 5;
+  string collateral = 6 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string liabilities = 7 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string borrow_interest_paid_collateral = 8 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string borrow_interest_paid_custody = 9 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string borrow_interest_unpaid_collateral = 10 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string custody = 11 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string take_profit_liabilities = 12 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string take_profit_custody = 13 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string leverage = 14 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  string mtp_health = 15 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  Position position = 16;
+  uint64 id = 17;
+  uint64 amm_pool_id = 18;
+  string consolidate_leverage = 19 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  string sum_collateral = 20 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string take_profit_price = 21 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  string take_profit_borrow_rate = 22 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  // funding fee paid
+  string funding_fee_paid_collateral = 23 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string funding_fee_paid_custody = 24 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  // funding fee received
+  string funding_fee_received_collateral = 25 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string funding_fee_received_custody = 26 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string open_price = 27 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+}
+
 message MTP {
   string address = 1;
   string collateral_asset = 2;
@@ -99,8 +188,51 @@ message MTP {
     (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
     (gogoproto.nullable) = false
   ];
+  uint64 last_interest_calc_time = 28;
+  uint64 last_interest_calc_block = 29;
+  uint64 last_funding_calc_time = 30;
+  uint64 last_funding_calc_block = 31;
+}
+
+message InterestBlock {
+    string interest_rate = 1 [
+        (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+        (gogoproto.nullable) = false
+    ];
+    int64 block_height = 2;
+}
+
+message FundingRateBlock {
+    string funding_rate = 1 [
+        (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+        (gogoproto.nullable) = false
+    ];
+    int64 block_height = 2;
+    string funding_amount_short = 3 [
+      (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+      (gogoproto.nullable) = false
+    ];
+    string funding_amount_long = 4 [
+      (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+      (gogoproto.nullable) = false
+    ];
+}
+
+message ToPay {
+  string asset_balance = 1 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+  string asset_denom =  2;
+  string address = 3;
+  uint64 id = 4;
 }
 
 message WhiteList {
   repeated string validator_list = 1;
 }
+
+message PositionRequest {
+  string address = 1;
+  uint64 id = 2;
+}

x/leveragelp/keeper/query_get_position_test.go

@@ -103,14 +103,14 @@ func (suite KeeperTestSuite) TestQueryGetPosition() {
 
 	expected := types.PositionAndInterest{
 		Position: &types.QueryPosition{
-			Position: position,
-			UpdatedLeverage: updated_leverage,
+			Position:         position,
+			UpdatedLeverage:  updated_leverage,
 			PositionUsdValue: sdk.NewDec(5000).Quo(sdk.NewDec(1000000)),
 		},
-		InterestRateHour: sdk.MustNewDecFromStr("0.000017123287671233"),
+		InterestRateHour:    sdk.MustNewDecFromStr("0.000017123287671233"),
 		InterestRateHourUsd: sdk.ZeroDec(),
 	}
-	pos_for_address_res, _ := k.QueryPositionsForAddress(suite.ctx, &types.PositionsForAddressRequest{Address: addr.String(), Pagination: nil} )
+	pos_for_address_res, _ := k.QueryPositionsForAddress(suite.ctx, &types.PositionsForAddressRequest{Address: addr.String(), Pagination: nil})
 
 	suite.Require().Equal(expected.Position, pos_for_address_res.Positions[0].Position)
 	suite.Require().True(expected.InterestRateHour.Equal(pos_for_address_res.Positions[0].InterestRateHour))

x/leveragelp/keeper/query_position.go

@@ -21,7 +21,7 @@ func (k Keeper) Position(goCtx context.Context, req *types.PositionRequest) (*ty
 	if err != nil {
 		return nil, err
 	}
-	updatedLeveragePosition, err := k.GetLeverageLpUpdatedLeverage(ctx, []*types.Position{&position}) 
+	updatedLeveragePosition, err := k.GetLeverageLpUpdatedLeverage(ctx, []*types.Position{&position})
 
 	if err != nil {
 		return nil, err

x/leveragelp/types/hooks.go

@@ -20,7 +20,6 @@ var _ LeverageLpHooks = MultiLeverageLpHooks{}
 // combine multiple leverageLp hooks, all hook functions are run in array sequence.
 type MultiLeverageLpHooks []LeverageLpHooks
 
-
 func NewMultiLeverageLpHooks(hooks ...LeverageLpHooks) MultiLeverageLpHooks {
 	return hooks
 }
@@ -35,7 +34,6 @@ func (h MultiLeverageLpHooks) AfterLeverageLpPositionOpen(ctx sdk.Context, sende
 	return nil
 }
 
-
 func (h MultiLeverageLpHooks) AfterLeverageLpPositionClose(ctx sdk.Context, sender sdk.AccAddress) error {
 	for i := range h {
 		err := h[i].AfterLeverageLpPositionClose(ctx, sender)
@@ -46,7 +44,6 @@ func (h MultiLeverageLpHooks) AfterLeverageLpPositionClose(ctx sdk.Context, send
 	return nil
 }
 
-
 func (h MultiLeverageLpHooks) AfterLeverageLpPositionOpenConsolidate(ctx sdk.Context, sender sdk.AccAddress) error {
 	for i := range h {
 		err := h[i].AfterLeverageLpPositionOpenConsolidate(ctx, sender)

x/perpetual/client/cli/tx.go

@@ -30,6 +30,7 @@ func GetTxCmd() *cobra.Command {
 	cmd.AddCommand(CmdWhitelist())
 	cmd.AddCommand(CmdDewhitelist())
 	cmd.AddCommand(CmdAddCollateral())
+	cmd.AddCommand(CmdClosePositions())
 	// this line is used by starport scaffolding # 1
 
 	return cmd

x/perpetual/client/cli/tx_close_positions.go

@@ -0,0 +1,78 @@
+package cli
+
+import (
+	"encoding/json"
+	"io/ioutil"
+	"strconv"
+
+	"github.com/cosmos/cosmos-sdk/client"
+	"github.com/cosmos/cosmos-sdk/client/flags"
+	"github.com/cosmos/cosmos-sdk/client/tx"
+	"github.com/elys-network/elys/x/perpetual/types"
+	"github.com/spf13/cobra"
+)
+
+var _ = strconv.Itoa(0)
+
+func CmdClosePositions() *cobra.Command {
+	cmd := &cobra.Command{
+		Use:   "close-positions [liquidate] [stoploss]",
+		Short: "Broadcast message close-positions",
+		Args:  cobra.ExactArgs(2),
+		RunE: func(cmd *cobra.Command, args []string) (err error) {
+
+			clientCtx, err := client.GetClientTxContext(cmd)
+			if err != nil {
+				return err
+			}
+
+			liquidate, err := readPositionRequestJSON(args[0])
+			if err != nil {
+				return err
+			}
+			// Convert to slice of pointers
+			var liqudiatePtrs []*types.PositionRequest
+			for i := range liquidate {
+				liqudiatePtrs = append(liqudiatePtrs, &liquidate[i])
+			}
+
+			stopLoss, err := readPositionRequestJSON(args[1])
+			if err != nil {
+				return err
+			}
+			// Convert to slice of pointers
+			var stoplossPtrs []*types.PositionRequest
+			for i := range stopLoss {
+				stoplossPtrs = append(stoplossPtrs, &stopLoss[i])
+			}
+
+			msg := types.NewMsgClosePositions(
+				clientCtx.GetFromAddress().String(),
+				liqudiatePtrs,
+				stoplossPtrs,
+			)
+			if err = msg.ValidateBasic(); err != nil {
+				return err
+			}
+			return tx.GenerateOrBroadcastTxCLI(clientCtx, cmd.Flags(), msg)
+		},
+	}
+
+	flags.AddTxFlagsToCmd(cmd)
+
+	return cmd
+}
+
+func readPositionRequestJSON(filename string) ([]types.PositionRequest, error) {
+	var positions []types.PositionRequest
+	bz, err := ioutil.ReadFile(filename)
+	if err != nil {
+		return []types.PositionRequest{}, err
+	}
+	err = json.Unmarshal(bz, &positions)
+	if err != nil {
+		return []types.PositionRequest{}, err
+	}
+
+	return positions, nil
+}

x/perpetual/keeper/add_collateral.go

@@ -93,7 +93,7 @@ func (k Keeper) AddCollateralToMtp(ctx sdk.Context, msg *types.MsgAddCollateral)
 		return nil, err
 	}
 
-	h, err := k.UpdateMTPHealth(ctx, mtp, ammPool, baseCurrency) // set mtp in func or return h?
+	h, err := k.GetMTPHealth(ctx, mtp, ammPool, baseCurrency) // set mtp in func or return h?
 	if err != nil {
 		return nil, err
 	}
@@ -149,7 +149,7 @@ func (k Keeper) AddCollateralToMtp(ctx sdk.Context, msg *types.MsgAddCollateral)
 	}
 
 	// Update the MTP health.
-	lr, err := k.OpenLongChecker.UpdateMTPHealth(ctx, mtp, ammPool, baseCurrency)
+	lr, err := k.OpenLongChecker.GetMTPHealth(ctx, mtp, ammPool, baseCurrency)
 	if err != nil {
 		return nil, err
 	}