[CT-1002] functions to move collateral in and out of perpetual positions #1889

jayy04 · 2024-07-10T21:09:31Z

Changelist

[Describe or list the changes made in this PR]

Test Plan

[Describe how this PR was tested (if applicable)]

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Summary by CodeRabbit

New Features
- Introduced new methods to manage perpetual market and collateral rebalancing across subaccounts.
- Added functionality to handle quote balance updates for settled positions.
Enhancements
- Improved calculation of perpetual positions by including quantum and quote balance.
Refactor
- Replaced local function calls with utility functions to standardize perpetual market setup.
Testing
- Updated test files to align with new utility function for creating perpetual information.
Documentation
- Added and updated methods to improve clarity and functionality of asset and perpetual updates.

linear · 2024-07-10T21:09:35Z

CT-1002 Move collateral to perpetual positions

coderabbitai · 2024-07-10T21:09:40Z

Walkthrough

The updates introduce several new functions and methods across different files to enhance the handling and calculation of perpetual market positions and collateral management. Key changes include the addition of a function to create PerpInfo structs, methods to rebalance and withdraw collateral, and the inclusion of deep copy methods for updates. These changes aim to improve the robustness and flexibility of the perpetual trading system.

Changes

File(s)	Summary
`protocol/testutil/perpetuals/perpetuals.go`	Added `CreatePerpInfo` function to construct `PerpInfo` structs with specified parameters.
`protocol/x/subaccounts/keeper/margining.go`	Introduced functions to calculate and manage quote balance updates for collateral management in perpetual positions.
`protocol/x/subaccounts/lib/updates.go`, `protocol/x/subaccounts/lib/updates_test.go`	Added `QuoteBalance` field to `PerpetualPosition` and updated test imports and function calls for `CreatePerpInfo`.
`protocol/x/subaccounts/types/position_size.go`	Added `GetBigQuoteBalance()` method to `PerpetualUpdate` struct.
`protocol/x/subaccounts/types/settled_update.go`	Added `GetAssetUpdates()` and `GetPerpetualUpdates()` methods to `SettledUpdate` struct.
`protocol/x/subaccounts/types/update.go`	Introduced `DeepCopy()` methods for `AssetUpdate` and `PerpetualUpdate` structs and added `BigQuoteBalanceDelta` field.

Sequence Diagram(s)

sequenceDiagram
    participant User
    participant PerpetualMarket
    participant SubaccountManager
    participant CollateralManager

    User->>PerpetualMarket: Request for PerpInfo creation
    PerpetualMarket-->>User: Returns PerpInfo

    User->>SubaccountManager: Update subaccount with new PerpInfo
    SubaccountManager->>CollateralManager: Rebalance collateral
    CollateralManager-->>SubaccountManager: Collateral rebalanced

    SubaccountManager-->>User: Subaccount updated with new collateral

Poem

In the world of code so vast,
New functions crafted, changes cast.
PerpInfo created with precision,
Collateral managed with vision.
Deep copies now take flight,
Ensuring systems run just right.
In the data's dance, we trust,
Code refined, robust, and just.

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jayy04 · 2024-07-10T21:09:48Z

protocol/testutil/perpetuals/perpetuals.go

@@ -132,3 +133,36 @@ func SetUpDefaultPerpOIsForTest(
 		}
 	}
 }
+
+func CreatePerpInfo(


just moving here, no change

coderabbitai

Actionable comments posted: 0

Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits

Files that changed from the base of the PR and between db2dcfd and ea85897.

Files selected for processing (8)

protocol/testutil/perpetuals/perpetuals.go (2 hunks)
protocol/x/subaccounts/keeper/margining.go (1 hunks)
protocol/x/subaccounts/keeper/margining_test.go (1 hunks)
protocol/x/subaccounts/lib/updates.go (1 hunks)
protocol/x/subaccounts/lib/updates_test.go (4 hunks)
protocol/x/subaccounts/types/position_size.go (1 hunks)
protocol/x/subaccounts/types/settled_update.go (1 hunks)
protocol/x/subaccounts/types/update.go (1 hunks)

Files skipped from review due to trivial changes (1)

protocol/x/subaccounts/keeper/margining_test.go

Additional comments not posted (16)

protocol/x/subaccounts/types/settled_update.go (2)

16-22: LGTM! Function implementation is correct.

The GetAssetUpdates function correctly converts the AssetUpdates slice to a map and returns deep copies of each update.

24-30: LGTM! Function implementation is correct.

The GetPerpetualUpdates function correctly converts the PerpetualUpdates slice to a map and returns deep copies of each update.

protocol/x/subaccounts/types/position_size.go (1)

127-132: LGTM! Function implementation is correct.

The GetBigQuoteBalance function correctly returns the BigQuoteBalanceDelta if it exists, otherwise a new big.Int.

protocol/x/subaccounts/types/update.go (3)

95-100: LGTM! Function implementation is correct.

The DeepCopy function for AssetUpdate correctly returns a deep copy of the AssetUpdate struct.

112-122: LGTM! Function implementation is correct.

The DeepCopy function for PerpetualUpdate correctly returns a deep copy of the PerpetualUpdate struct.

108-109: LGTM! Struct modification is correct.

The BigQuoteBalanceDelta field is correctly added to the PerpetualUpdate struct.

protocol/testutil/perpetuals/perpetuals.go (1)

137-168: LGTM! Function implementation is correct.

The CreatePerpInfo function correctly constructs and returns a perptypes.PerpInfo struct with the provided parameters.

protocol/x/subaccounts/lib/updates_test.go (3)

8-8: LGTM! Imports are clean and necessary.

The import changes, including the addition of perp_testutil and the removal of unused imports, improve the codebase.

131-131: LGTM! Function call updated correctly.

The function call has been correctly updated to use perp_testutil.CreatePerpInfo.

150-151: LGTM! Function calls updated correctly.

The function calls have been correctly updated to use perp_testutil.CreatePerpInfo.

protocol/x/subaccounts/keeper/margining.go (5)

15-30: LGTM! Function implementation is correct.

The function correctly calculates quote balance updates for the given settled updates.

110-160: LGTM! Function implementation is correct.

The function correctly rebalances collateral across all positions.

162-195: LGTM! Function implementation is correct.

The function correctly withdraws all extra collateral from all perpetual positions associated with the given subaccount.

197-230: LGTM! Function implementation is correct.

The function correctly moves collateral to a specified position.

32-108: Ensure CalculateUpdatedSubaccount handles edge cases.

The function calculates quote balance updates for a single settled update. Ensure that CalculateUpdatedSubaccount handles edge cases correctly.

protocol/x/subaccounts/lib/updates.go (1)

290-299: LGTM! Position calculation updates are correct.

The updates to the position calculation, including the new QuoteBalance field, are correct and consistent.

coderabbitai

Actionable comments posted: 0

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Review profile: CHILL

Commits

Files that changed from the base of the PR and between ea85897 and 4a4f8fc.

Files selected for processing (1)

protocol/x/subaccounts/keeper/margining.go (1 hunks)

Files skipped from review as they are similar to previous changes (1)

protocol/x/subaccounts/keeper/margining.go

coderabbitai

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Review details

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Commits

Files that changed from the base of the PR and between 4a4f8fc and e95472b.

Files selected for processing (2)

protocol/x/subaccounts/keeper/margining.go (1 hunks)
protocol/x/subaccounts/keeper/margining_test.go (1 hunks)

Files skipped from review as they are similar to previous changes (2)

protocol/x/subaccounts/keeper/margining.go
protocol/x/subaccounts/keeper/margining_test.go

[CT-1002] functions to move collateral in and out of perpetual positions

ea85897

github-actions bot added the protocol label Jul 10, 2024

jayy04 commented Jul 10, 2024

View reviewed changes

coderabbitai bot reviewed Jul 10, 2024

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small updates

4a4f8fc

coderabbitai bot reviewed Jul 12, 2024

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roy-dydx approved these changes Jul 12, 2024

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[CT-1002] small optimization for rebalancing (#1901)

e95472b

coderabbitai bot reviewed Jul 12, 2024

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jayy04 merged commit cd75070 into main Jul 12, 2024
18 checks passed

jayy04 deleted the jy/move-collateral-to-position branch July 12, 2024 22:57

This was referenced Sep 25, 2024

Fix: deterministically fetch perp info from state #2341

Merged

Revert "[CT-629] Fix entryPrice calc" #2425

Merged

coderabbitai bot mentioned this pull request Nov 14, 2024

[TRA-507] Add new gov message for upgrading markets: UpgradeIsolatedPerpetualToCross #2551

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[CT-1002] functions to move collateral in and out of perpetual positions #1889

[CT-1002] functions to move collateral in and out of perpetual positions #1889

jayy04 commented Jul 10, 2024 •

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[CT-1002] functions to move collateral in and out of perpetual positions #1889

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jayy04 commented Jul 10, 2024 • edited by coderabbitai bot Loading

Changelist

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linear bot commented Jul 10, 2024

coderabbitai bot commented Jul 10, 2024 • edited Loading

Walkthrough

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Sequence Diagram(s)

Poem

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jayy04 commented Jul 10, 2024 •

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