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[Perpetual] net open interest was added #804

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merged 7 commits into from
Sep 20, 2024
Merged

[Perpetual] net open interest was added #804

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b5a71fa
net open interest was added
fenriz07 Sep 18, 2024
d0385a1
test was fixed
fenriz07 Sep 18, 2024
29e091d
logic was migrated to query
fenriz07 Sep 19, 2024
5c9725a
logic was migrated to query
fenriz07 Sep 19, 2024
01cbff3
logic was migrated to query
fenriz07 Sep 19, 2024
0eb84aa
test was fixed
fenriz07 Sep 19, 2024
6dc4945
merge conflict was solved
fenriz07 Sep 20, 2024
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2 changes: 1 addition & 1 deletion Makefile
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@
NAME?=elys
BINARY?=$(NAME)d
COMMIT:=$(shell git log -1 --format='%H')
VERSION:=$(shell git describe --tags --match 'v*' --abbrev=8 | sed 's/-g/-/' | sed 's/-[0-9]*-/-/')
VERSION:=v999.999.999
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GOFLAGS:=""

# if rocksdb env variable is set, add the tag
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4 changes: 4 additions & 0 deletions proto/elys/perpetual/pool.proto
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Expand Up @@ -53,5 +53,9 @@ message Pool {
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false
];
/*string net_open_interest = 10 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
(gogoproto.nullable) = false
];*/
}

30 changes: 28 additions & 2 deletions proto/elys/perpetual/query.proto
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Expand Up @@ -138,15 +138,15 @@ message QueryGetPoolRequest {
}

message QueryGetPoolResponse {
Pool pool = 1 [(gogoproto.nullable) = false];
PoolResponse pool = 1 [(gogoproto.nullable) = false];
}

message QueryAllPoolRequest {
cosmos.base.query.v1beta1.PageRequest pagination = 1;
}

message QueryAllPoolResponse {
repeated Pool pool = 1 [(gogoproto.nullable) = false];
repeated PoolResponse pool = 1 [(gogoproto.nullable) = false];
cosmos.base.query.v1beta1.PageResponse pagination = 2;
}

Expand Down Expand Up @@ -196,3 +196,29 @@ message QueryOpenEstimationResponse {
];
string price_impact = 20 [(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec", (gogoproto.nullable) = false];
}

message PoolResponse {
uint64 amm_pool_id = 1;
string health = 2 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false
];
bool enabled = 3;
bool closed = 4;
string borrow_interest_rate = 5 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false
];
repeated PoolAsset pool_assets_long = 6 [(gogoproto.nullable) = false];
repeated PoolAsset pool_assets_short = 7 [(gogoproto.nullable) = false];
int64 last_height_borrow_interest_rate_computed = 8;
// funding rate, if positive longs pay shorts, if negative shorts pay longs
string funding_rate = 9 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
(gogoproto.nullable) = false
];
string net_open_interest = 10 [
(gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
(gogoproto.nullable) = false
];
}
23 changes: 23 additions & 0 deletions x/perpetual/keeper/get_net_open_interest.go
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@@ -0,0 +1,23 @@
package keeper

import (
"cosmossdk.io/math"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/elys-network/elys/x/perpetual/types"
)

func (k Keeper) GetNetOpenInterest(pool types.Pool) math.Int {
assetLiabilitiesLong := sdk.ZeroInt()
assetLiabilitiesShort := sdk.ZeroInt()

for _, asset := range pool.PoolAssetsLong {
assetLiabilitiesLong = assetLiabilitiesLong.Add(asset.Liabilities)
}

for _, asset := range pool.PoolAssetsShort {
assetLiabilitiesShort = assetLiabilitiesShort.Add(asset.Liabilities)
}

netOpenInterest := assetLiabilitiesLong.Sub(assetLiabilitiesShort)
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@fenriz07 there is one thing that is not right and I realized we are doing it wrong with the existing update funding rate function here https://github.com/elys-network/elys/blob/main/x/perpetual/keeper/update_funding_rate.go as well, we have to make sure that all liabilities amount that we are cumulating within assetLiabilitiesLong and assetLiabilitiesShort are using the same denom USDC if not they must be swapped to USDC the same way we do here https://github.com/elys-network/elys/blob/main/x/perpetual/keeper/keeper.go
can you update both get net open interest and update funding rate functions to reflect that? thanks

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this issue mentioned above will be handle as part of a separate PR, everything else looks good

return netOpenInterest
}
21 changes: 21 additions & 0 deletions x/perpetual/keeper/pool_test.go
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Expand Up @@ -21,6 +21,27 @@ func createNPool(keeper *keeper.Keeper, ctx sdk.Context, n int) []types.Pool {
return items
}

func createNPoolResponse(keeper *keeper.Keeper, ctx sdk.Context, n int) []types.PoolResponse {
items := make([]types.PoolResponse, n)
for i := range items {
items[i] = types.PoolResponse{
AmmPoolId: uint64(i),
Health: sdk.NewDec(100),
Enabled: true,
Closed: false,
BorrowInterestRate: sdk.MustNewDecFromStr("0.000000000000000001"),
PoolAssetsLong: []types.PoolAsset{},
PoolAssetsShort: []types.PoolAsset{},
LastHeightBorrowInterestRateComputed: 0,
FundingRate: sdk.ZeroDec(),
NetOpenInterest: sdk.ZeroInt(),
}

keeper.SetPool(ctx, types.NewPool(uint64(i)))
}
return items
}

func TestPoolGet(t *testing.T) {
keeper, ctx := keepertest.PerpetualKeeper(t)
items := createNPool(keeper, ctx, 10)
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30 changes: 27 additions & 3 deletions x/perpetual/keeper/query_pool.go
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Expand Up @@ -16,7 +16,7 @@ func (k Keeper) Pools(goCtx context.Context, req *types.QueryAllPoolRequest) (*t
return nil, status.Error(codes.InvalidArgument, "invalid request")
}

var pools []types.Pool
var pools []types.PoolResponse
ctx := sdk.UnwrapSDKContext(goCtx)

store := ctx.KVStore(k.storeKey)
Expand All @@ -34,7 +34,18 @@ func (k Keeper) Pools(goCtx context.Context, req *types.QueryAllPoolRequest) (*t
}

if ammPool.PoolParams.UseOracle {
pools = append(pools, pool)
pools = append(pools, types.PoolResponse{
AmmPoolId: pool.AmmPoolId,
Health: pool.Health,
Enabled: pool.Enabled,
Closed: pool.Closed,
BorrowInterestRate: pool.BorrowInterestRate,
PoolAssetsLong: pool.PoolAssetsLong,
PoolAssetsShort: pool.PoolAssetsShort,
LastHeightBorrowInterestRateComputed: pool.LastHeightBorrowInterestRateComputed,
FundingRate: pool.FundingRate,
NetOpenInterest: k.GetNetOpenInterest(pool),
})
}

return nil
Expand All @@ -60,5 +71,18 @@ func (k Keeper) Pool(goCtx context.Context, req *types.QueryGetPoolRequest) (*ty
return nil, status.Error(codes.NotFound, "not found")
}

return &types.QueryGetPoolResponse{Pool: val}, nil
pool := types.PoolResponse{
AmmPoolId: val.AmmPoolId,
Health: val.Health,
Enabled: val.Enabled,
Closed: val.Closed,
BorrowInterestRate: val.BorrowInterestRate,
PoolAssetsLong: val.PoolAssetsLong,
PoolAssetsShort: val.PoolAssetsShort,
LastHeightBorrowInterestRateComputed: val.LastHeightBorrowInterestRateComputed,
FundingRate: val.FundingRate,
NetOpenInterest: k.GetNetOpenInterest(val),
}

return &types.QueryGetPoolResponse{Pool: pool}, nil
}
2 changes: 1 addition & 1 deletion x/perpetual/keeper/query_pool_test.go
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Expand Up @@ -77,7 +77,7 @@ func TestPools_Success(t *testing.T) {
func TestPoolQuerySingle(t *testing.T) {
keeper, ctx := keepertest.PerpetualKeeper(t)
wctx := sdk.WrapSDKContext(ctx)
msgs := createNPool(keeper, ctx, 2)
msgs := createNPoolResponse(keeper, ctx, 2)
tests := []struct {
desc string
request *types.QueryGetPoolRequest
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