keeper

package
v0.22.0-rc.2 Latest Latest
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 Go to latest Published: Sep 6, 2023 License: Apache-2.0 Imports: 24 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	NamespaceMarkets collections.Namespace = iota + 11 // == 11 because iota starts from 0
	NamespaceAmms
	NamespacePositions
	NamespaceReserveSnapshots
)

Variables

This section is empty.

Functions

func FundingPayment 

func FundingPayment(position types.Position, marketLatestCumulativePremiumFraction sdk.Dec) sdk.Dec

FundingPayment calculates the funding payment of a position.

args:

  • position: the position to calculate funding payment for
  • marketLatestCumulativePremiumFraction: the latest cumulative premium fraction of the market

returns:

  • fundingPayment: the funding payment of the position, signed

func MarginRatio 

func MarginRatio(
	position types.Position,
	positionNotional sdk.Dec,
	marketLatestCumulativePremiumFraction sdk.Dec,
) sdk.Dec

Given a position and it's notional value, returns the margin ratio.

func NewMsgServerImpl 

func NewMsgServerImpl(keeper Keeper) types.MsgServer

NewMsgServerImpl returns an implementation of the MsgServer interface for the provided Keeper.

func NewQuerier 

func NewQuerier(k Keeper) types.QueryServer

func PositionNotionalSpot 

func PositionNotionalSpot(amm types.AMM, position types.Position) (positionNotional sdk.Dec, err error)

PositionNotionalSpot returns the position's notional value based on the spot price.

func PrettyLiquidateResponse 

func PrettyLiquidateResponse(
	resps []*types.MsgMultiLiquidateResponse_LiquidationResponse,
) (pretty string, err error)

PrettyLiquidateResponse converts a slice of liquidation responses into a pretty formatted JSON array for each response. This helps with providing descriptive error messages in the case of failed liquidations.

Example outputs:

```json [ 

{
  "success": false,
  "error": "failed liquidation A",
  "liquidator_fee": null,
  "perp_ef_fee": null,
  "trader": "dummytraderA"
},
{
  "success": true,
  "error": "",
  "liquidator_fee": { denom: "unibi", amount: "420"},
  "perp_ef_fee": null,
  "trader": "dummytraderB"
}

] ```

func UnrealizedPnl 

func UnrealizedPnl(position types.Position, positionNotional sdk.Dec) (unrealizedPnlSigned sdk.Dec)

UnrealizedPnl calculates the unrealized profits and losses (PnL) of a position.

Types

type ArgsCreateMarket 

type ArgsCreateMarket struct {
	Pair            asset.Pair
	PriceMultiplier sdk.Dec
	SqrtDepth       sdk.Dec
	Market          *types.Market // pointer makes it optional
}

type Hooks 

type Hooks struct {
	// contains filtered or unexported fields
}

Hooks wrapper struct for perps keeper.

func (Hooks) AfterEpochEnd 

func (h Hooks) AfterEpochEnd(ctx sdk.Context, epochIdentifier string, epochNumber uint64)

func (Hooks) BeforeEpochStart 

func (h Hooks) BeforeEpochStart(ctx sdk.Context, epochIdentifier string, epochNumber uint64)

BeforeEpochStart epochs hooks.

type Keeper 

type Keeper struct {
	BankKeeper    types.BankKeeper
	AccountKeeper types.AccountKeeper
	OracleKeeper  types.OracleKeeper
	EpochKeeper   types.EpochKeeper

	Markets          collections.Map[asset.Pair, types.Market]
	AMMs             collections.Map[asset.Pair, types.AMM]
	Positions        collections.Map[collections.Pair[asset.Pair, sdk.AccAddress], types.Position]
	ReserveSnapshots collections.Map[collections.Pair[asset.Pair, time.Time], types.ReserveSnapshot]
	// contains filtered or unexported fields
}

func NewKeeper 

func NewKeeper(
	cdc codec.BinaryCodec,
	storeKey storetypes.StoreKey,

	accountKeeper types.AccountKeeper,
	bankKeeper types.BankKeeper,
	oracleKeeper types.OracleKeeper,
	epochKeeper types.EpochKeeper,
) Keeper

NewKeeper Creates a new x/perp Keeper instance.

func (Keeper) AddMargin 

func (k Keeper) AddMargin(
	ctx sdk.Context, pair asset.Pair, traderAddr sdk.AccAddress, marginToAdd sdk.Coin,
) (res *types.MsgAddMarginResponse, err error)

AddMargin adds margin to an existing position, effectively deleveraging it. Adding margin increases the margin ratio of the corresponding position.

args:

  • ctx: the cosmos-sdk context
  • pair: the asset pair
  • traderAddr: the trader's address
  • marginToAdd: the amount of margin to add. Must be positive.

ret:

  • res: the response
  • err: error if any

func (Keeper) Admin 

func (k Keeper) Admin() admin

Admin is syntactic sugar to separate admin calls off from the other Keeper methods.

These Admin functions should: 1. Not be wired into the MsgServer or 2. Not be called in other methods in the x/perp module. 3. Only be callable from x/wasm/binding via sudo contracts.

The intention here is to make it more obvious to the developer that an unsafe function is being used when it's called on the Admin() struct.

func (Keeper) AfterEpochEnd 

func (k Keeper) AfterEpochEnd(ctx sdk.Context, epochIdentifier string, _ uint64)

func (Keeper) BeforeEpochStart 

func (k Keeper) BeforeEpochStart(ctx sdk.Context, epochIdentifier string, epochNumber uint64)

func (Keeper) CalcTwap 

func (k Keeper) CalcTwap(
	ctx sdk.Context,
	pair asset.Pair,
	twapCalcOption types.TwapCalcOption,
	direction types.Direction,
	assetAmt sdk.Dec,
	lookbackInterval time.Duration,
) (price sdk.Dec, err error)

Gets the time-weighted average price from [ ctx.BlockTime() - interval, ctx.BlockTime() ) Note the open-ended right bracket.

args:

  • ctx: cosmos-sdk context
  • pair: the token pair
  • twapCalcOption: one of SPOT, QUOTE_ASSET_SWAP, or BASE_ASSET_SWAP
  • direction: add or remove, only required for QUOTE_ASSET_SWAP or BASE_ASSET_SWAP
  • assetAmount: amount of asset to add or remove, only required for QUOTE_ASSET_SWAP or BASE_ASSET_SWAP
  • lookbackInterval: how far back to calculate TWAP

ret:

  • price: TWAP as sdk.Dec
  • err: error

func (Keeper) ChangeMarketEnabledParameter 

func (k Keeper) ChangeMarketEnabledParameter(ctx sdk.Context, pair asset.Pair, enabled bool) (err error)

ChangeMarketEnabledParameter change the market enabled parameter

func (Keeper) ClosePosition 

func (k Keeper) ClosePosition(ctx sdk.Context, pair asset.Pair, traderAddr sdk.AccAddress) (*types.PositionResp, error)

ClosePosition closes a position entirely and transfers the remaining margin back to the user. Errors if the position has bad debt.

args:

  • ctx: the cosmos-sdk context
  • pair: the pair of the position
  • traderAddr: the address of the trader

returns:

  • positionResp: response object containing information about the position change
  • err: error if any

func (Keeper) DecrementPrepaidBadDebt 

func (k Keeper) DecrementPrepaidBadDebt(ctx sdk.Context, market types.Market, amount sdkmath.Int)

DecrementPrepaidBadDebt decrements the amount of bad debt prepaid by denom.

func (Keeper) EditPriceMultiplier 

func (k Keeper) EditPriceMultiplier(
	ctx sdk.Context,
	pair asset.Pair,
	newPriceMultiplier sdk.Dec,
) (err error)

EditPriceMultiplier edits the peg multiplier of an amm pool after making sure there's enough money in the perp EF fund to pay for the repeg. These funds get send to the vault to pay for trader's new net margin.

func (Keeper) EditSwapInvariant 

func (k Keeper) EditSwapInvariant(ctx sdk.Context, pair asset.Pair, newSwapInvariant sdk.Dec) (err error)

EditSwapInvariant edits the swap invariant of an amm pool after making sure there's enough money in the perp EF fund to pay for the repeg. These funds get send to the vault to pay for trader's new net margin.

func (Keeper) Hooks 

func (k Keeper) Hooks() Hooks

Hooks Return the wrapper struct.

func (Keeper) IncrementPrepaidBadDebt 

func (k Keeper) IncrementPrepaidBadDebt(ctx sdk.Context, market types.Market, amount sdkmath.Int)

IncrementPrepaidBadDebt increases the bad debt for the provided denom.

func (Keeper) Logger 

func (k Keeper) Logger(ctx sdk.Context) log.Logger

func (Keeper) MarketOrder added in v0.21.5 

func (k Keeper) MarketOrder(
	ctx sdk.Context,
	pair asset.Pair,
	dir types.Direction,
	traderAddr sdk.AccAddress,
	quoteAssetAmt sdkmath.Int,
	leverage sdk.Dec,
	baseAmtLimit sdk.Dec,
) (positionResp *types.PositionResp, err error)

MarketOrder opens a position on the selected pair.

args:

  • ctx: cosmos-sdk context
  • pair: pair to open position on
  • dir: direction the user is taking
  • traderAddr: address of the trader
  • quoteAssetAmt: amount of quote asset to open position with
  • leverage: leverage to open position with
  • baseAmtLimit: minimum base asset amount to open position with

ret:

  • positionResp: contains the result of the open position and the new position
  • err: error

func (Keeper) MultiLiquidate 

func (k Keeper) MultiLiquidate(
	ctx sdk.Context, liquidator sdk.AccAddress, liquidationRequests []*types.MsgMultiLiquidate_Liquidation,
) ([]*types.MsgMultiLiquidateResponse_LiquidationResponse, error)

func (Keeper) PartialClose added in v0.21.6 

func (k Keeper) PartialClose(
	ctx sdk.Context,
	pair asset.Pair,
	traderAddr sdk.AccAddress,
	sizeAmt sdk.Dec,

) (*types.PositionResp, error)

func (Keeper) PositionNotionalTWAP 

func (k Keeper) PositionNotionalTWAP(ctx sdk.Context,
	position types.Position,
	twapLookbackWindow time.Duration,
) (positionNotional sdk.Dec, err error)

PositionNotionalTWAP returns the position's notional value based on the TWAP price.

func (Keeper) RemoveMargin 

func (k Keeper) RemoveMargin(
	ctx sdk.Context, pair asset.Pair, traderAddr sdk.AccAddress, marginToRemove sdk.Coin,
) (res *types.MsgRemoveMarginResponse, err error)
RemoveMargin further leverages an existing position by directly removing

the margin (collateral) that backs it from the vault. This also decreases the margin ratio of the position.

Fails if the position goes underwater.

args:

  • ctx: the cosmos-sdk context
  • pair: the asset pair
  • traderAddr: the trader's address
  • margin: the amount of margin to withdraw. Must be positive.

ret:

  • marginOut: the amount of margin removed
  • fundingPayment: the funding payment that was applied with this position interaction
  • err: error if any

func (Keeper) SwapBaseAsset 

func (k Keeper) SwapBaseAsset(
	ctx sdk.Context,
	market types.Market,
	amm types.AMM,
	dir types.Direction,
	baseAssetAmt sdk.Dec,
	quoteAssetLimit sdk.Dec,
) (updatedAMM *types.AMM, quoteAssetDelta sdk.Dec, err error)

SwapBaseAsset trades baseAssets in exchange for quoteAssets. Updates the AMM reserves and persists it to state.

args:

  • ctx: cosmos-sdk context
  • market: a market like BTC:NUSD
  • amm: the reserves of the AMM
  • dir: the direction the user takes
  • baseAssetAmt: the amount of base assets to swap, must be positive
  • quoteAssetLimit: the limit of quote assets to swap

returns:

  • updatedAMM: the updated amm
  • quoteAssetDelta: the amount of quote assets swapped
  • err: error if any

NOTE: the quoteAssetDelta is always positive

func (Keeper) SwapQuoteAsset 

func (k Keeper) SwapQuoteAsset(
	ctx sdk.Context,
	market types.Market,
	amm types.AMM,
	dir types.Direction,
	quoteAssetAmt sdk.Dec,
	baseAssetLimit sdk.Dec,
) (updatedAMM *types.AMM, baseAssetDelta sdk.Dec, err error)

SwapQuoteAsset trades quoteAssets in exchange for baseAssets. Updates the AMM reserves and persists it to state.

args:

  • ctx: cosmos-sdk context
  • market: a market like BTC:NUSD
  • amm: the reserves of the AMM
  • dir: the direction the user takes
  • quoteAssetAmt: the amount of quote assets to swap, must be positive
  • baseAssetLimit: the limit of base assets to swap

returns:

  • updatedAMM: the updated amm
  • baseAssetDelta: the amount of base assets swapped, unsigned
  • err: error if any

NOTE: the baseAssetDelta is always positive

func (Keeper) WithdrawFromVault 

func (k Keeper) WithdrawFromVault(
	ctx sdk.Context,
	market types.Market,
	receiver sdk.AccAddress,
	amountToWithdraw sdkmath.Int,
) (err error)

Withdraws coins from the vault to the receiver. If the total amount of coins to withdraw is greater than the vault's amount, then withdraw the shortage from the PerpEF and mark it as prepaid bad debt.

Prepaid bad debt will count towards realized bad debt from negative PnL positions when those are closed/liquidated.

An example of this happening is when a long position has really high PnL and closes their position, realizing their profits. There is a counter party short position with really negative PnL, but their position hasn't been closed/liquidated yet. We must pay the long trader first, which results in funds being taken from the EF. when the short position is closed, it also realizes some bad debt but because we have already withdrawn from the EF, we don't need to withdraw more from the EF.

args: - ctx: context - market: the perp market - receiver: the receiver of the coins - amountToWithdraw: amount of coins to withdraw

returns: - error: error

func (Keeper) ZeroPrepaidBadDebt 

func (k Keeper) ZeroPrepaidBadDebt(ctx sdk.Context, market types.Market)

Zeroes out the prepaid bad debt

Source Files

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