remove need to get each perpetual and price twice when checking colla…

…teralization

protocol/x/clob/keeper/deleveraging.go

@@ -6,8 +6,6 @@ import (
 	"math/big"
 	"time"
 
-	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
-
 	errorsmod "cosmossdk.io/errors"
 	"github.com/cosmos/cosmos-sdk/telemetry"
 
@@ -19,6 +17,8 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/lib/metrics"
 	assettypes "github.com/dydxprotocol/v4-chain/protocol/x/assets/types"
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
+	perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib"
+	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
 )
 
@@ -592,11 +592,12 @@ func (k Keeper) ProcessDeleveraging(
 	}
 
 	// Stat quantums deleveraged in quote quantums.
-	if deleveragedQuoteQuantums, err := k.perpetualsKeeper.GetNetCollateral(
-		ctx,
-		perpetualId,
-		new(big.Int).Abs(deltaBaseQuantums),
-	); err == nil {
+	if perpetual, marketPrice, err := k.perpetualsKeeper.GetPerpetualAndMarketPrice(ctx, perpetualId); err == nil {
+		deleveragedQuoteQuantums := perplib.GetNetNotionalInQuoteQuantums(
+			perpetual,
+			marketPrice,
+			new(big.Int).Abs(deltaBaseQuantums),
+		)
 		labels := []metrics.Label{
 			metrics.GetLabelForIntValue(metrics.PerpetualId, int(perpetualId)),
 			metrics.GetLabelForBoolValue(metrics.CheckTx, ctx.IsCheckTx()),

protocol/x/clob/keeper/liquidations.go

@@ -16,6 +16,7 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/lib/log"
 	"github.com/dydxprotocol/v4-chain/protocol/lib/metrics"
 	"github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
+	perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib"
 	satypes "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
 )
 
@@ -455,51 +456,36 @@ func (k Keeper) GetBankruptcyPriceInQuoteQuantums(
 		)
 	}
 
+	perpetual,
+		marketPrice,
+		liquidityTier,
+		err := k.perpetualsKeeper.
+		GetPerpetualAndMarketPriceAndLiquidityTier(ctx, perpetualId)
+	if err != nil {
+		return nil, err
+	}
+
 	// `DNNV = PNNVAD - PNNV`, where `PNNVAD` is the perpetual's net notional
 	// with a position size of `PS + deltaQuantums`.
 	// Note that we are intentionally not calculating `DNNV` from `deltaQuantums`
 	// directly to avoid rounding errors.
-	pnnvBig, err := k.perpetualsKeeper.GetNetNotional(
-		ctx,
-		perpetualId,
+	pnnvBig, _, pmmrBig := perplib.GetNetCollateralAndMarginRequirements(
+		perpetual,
+		marketPrice,
+		liquidityTier,
 		psBig,
 	)
-	if err != nil {
-		return nil, err
-	}
-
-	pnnvadBig, err := k.perpetualsKeeper.GetNetNotional(
-		ctx,
-		perpetualId,
+	pnnvadBig, _, pmmradBig := perplib.GetNetCollateralAndMarginRequirements(
+		perpetual,
+		marketPrice,
+		liquidityTier,
 		new(big.Int).Add(psBig, deltaQuantums),
 	)
-	if err != nil {
-		return nil, err
-	}
-
-	dnnvBig := new(big.Int).Sub(pnnvadBig, pnnvBig)
-
 	// `DMMR = PMMRAD - PMMR`, where `PMMRAD` is the perpetual's maintenance margin requirement
 	// with a position size of `PS + deltaQuantums`.
 	// Note that we cannot directly calculate `DMMR` from `deltaQuantums` because the maintenance
 	// margin requirement function could be non-linear.
-	_, pmmrBig, err := k.perpetualsKeeper.GetMarginRequirements(ctx, perpetualId, psBig)
-	if err != nil {
-		return nil, err
-	}
-
-	_, pmmradBig, err := k.perpetualsKeeper.GetMarginRequirements(
-		ctx,
-		perpetualId,
-		new(big.Int).Add(
-			psBig,
-			deltaQuantums,
-		),
-	)
-	if err != nil {
-		return nil, err
-	}
-
+	dnnvBig := new(big.Int).Sub(pnnvadBig, pnnvBig)
 	dmmrBig := new(big.Int).Sub(pmmradBig, pmmrBig)
 	// `dmmrBig` should never be positive if `| PS | >= | PS + deltaQuantums |`. If it is, panic.
 	if dmmrBig.Sign() == 1 {
@@ -565,15 +551,20 @@ func (k Keeper) GetFillablePrice(
 		)
 	}
 
-	pnnvBig, err := k.perpetualsKeeper.GetNetCollateral(ctx, perpetualId, psBig)
+	perpetual,
+		marketPrice,
+		liquidityTier,
+		err := k.perpetualsKeeper.GetPerpetualAndMarketPriceAndLiquidityTier(ctx, perpetualId)
 	if err != nil {
 		return nil, err
 	}
 
-	_, pmmrBig, err := k.perpetualsKeeper.GetMarginRequirements(ctx, perpetualId, psBig)
-	if err != nil {
-		return nil, err
-	}
+	pnnvBig, _, pmmrBig := perplib.GetNetCollateralAndMarginRequirements(
+		perpetual,
+		marketPrice,
+		liquidityTier,
+		psBig,
+	)
 
 	tncBig,
 		_,

protocol/x/clob/types/expected_keepers.go

@@ -105,21 +105,13 @@ type PerpetualsKeeper interface {
 		bigBaseQuantums *big.Int,
 		err error,
 	)
-	GetNetCollateral(
+	GetPerpetualAndMarketPriceAndLiquidityTier(
 		ctx sdk.Context,
-		id uint32,
-		bigQuantums *big.Int,
-	) (
-		bigNetCollateralQuoteQuantums *big.Int,
-		err error,
-	)
-	GetMarginRequirements(
-		ctx sdk.Context,
-		id uint32,
-		bigQuantums *big.Int,
+		perpetualId uint32,
 	) (
-		bigInitialMarginQuoteQuantums *big.Int,
-		bigMaintenanceMarginQuoteQuantums *big.Int,
+		perpetual perpetualsmoduletypes.Perpetual,
+		price pricestypes.MarketPrice,
+		liquidityTier perpetualsmoduletypes.LiquidityTier,
 		err error,
 	)
 	GetPerpetual(

protocol/x/perpetuals/keeper/perpetual.go

@@ -874,64 +874,6 @@ func (k Keeper) GetNetCollateral(
 	return k.GetNetNotional(ctx, id, bigQuantums)
 }
 
-// GetMarginRequirements returns initial and maintenance margin requirements in quote quantums, given the position
-// size in base quantums.
-//
-// Margin requirements are a function of the absolute value of the open notional of the position as well as
-// the parameters of the relevant `LiquidityTier` of the perpetual.
-// Initial margin requirement is determined by multiplying `InitialMarginPpm` and `notionalValue`.
-// `notionalValue` is determined by multiplying the size of the position by the oracle price of the position.
-// Maintenance margin requirement is then simply a fraction (`maintenanceFractionPpm`) of initial margin requirement.
-//
-// Returns an error if a perpetual with `id`, `perpetual.Params.MarketId`, or
-// `perpetual.Params.LiquidityTier` does not exist.
-//
-// Note that this function is getting called very frequently; metrics in this function
-// should be sampled to reduce CPU time.
-func (k Keeper) GetMarginRequirements(
-	ctx sdk.Context,
-	id uint32,
-	bigQuantums *big.Int,
-) (
-	bigInitialMarginQuoteQuantums *big.Int,
-	bigMaintenanceMarginQuoteQuantums *big.Int,
-	err error,
-) {
-	if rand.Float64() < metrics.LatencyMetricSampleRate {
-		defer metrics.ModuleMeasureSinceWithLabels(
-			types.ModuleName,
-			[]string{metrics.GetMarginRequirements, metrics.Latency},
-			time.Now(),
-			[]gometrics.Label{
-				metrics.GetLabelForStringValue(
-					metrics.SampleRate,
-					fmt.Sprintf("%f", metrics.LatencyMetricSampleRate),
-				),
-			},
-		)
-	}
-
-	// Get perpetual and market price.
-	perpetual, marketPrice, err := k.GetPerpetualAndMarketPrice(ctx, id)
-	if err != nil {
-		return nil, nil, err
-	}
-	// Get perpetual's liquidity tier.
-	liquidityTier, err := k.GetLiquidityTier(ctx, perpetual.Params.LiquidityTier)
-	if err != nil {
-		return nil, nil, err
-	}
-
-	bigInitialMarginQuoteQuantums,
-		bigMaintenanceMarginQuoteQuantums = perplib.GetMarginRequirementsInQuoteQuantums(
-		perpetual,
-		marketPrice,
-		liquidityTier,
-		bigQuantums,
-	)
-	return bigInitialMarginQuoteQuantums, bigMaintenanceMarginQuoteQuantums, nil
-}
-
 // GetSettlementPpm returns the net settlement amount ppm (in quote quantums) given
 // the perpetual Id and position size (in base quantums).
 // When handling rounding, always round positive settlement amount to zero, and
@@ -1244,6 +1186,32 @@ func (k Keeper) GetPerpetualAndMarketPrice(
 	return perpetual, marketPrice, nil
 }
 
+// GetPerpetualAndMarketPriceAndLiquidityTier retrieves a Perpetual by its id, its corresponding MarketPrice,
+// and its corresponding LiquidityTier.
+func (k Keeper) GetPerpetualAndMarketPriceAndLiquidityTier(
+	ctx sdk.Context,
+	perpetualId uint32,
+) (
+	types.Perpetual,
+	pricestypes.MarketPrice,
+	types.LiquidityTier,
+	error,
+) {
+	perpetual, err := k.GetPerpetual(ctx, perpetualId)
+	if err != nil {
+		return perpetual, pricestypes.MarketPrice{}, types.LiquidityTier{}, err
+	}
+	marketPrice, err := k.pricesKeeper.GetMarketPrice(ctx, perpetual.Params.MarketId)
+	if err != nil {
+		return perpetual, marketPrice, types.LiquidityTier{}, err
+	}
+	liquidityTier, err := k.GetLiquidityTier(ctx, perpetual.Params.LiquidityTier)
+	if err != nil {
+		return perpetual, marketPrice, liquidityTier, err
+	}
+	return perpetual, marketPrice, liquidityTier, nil
+}
+
 // Performs the following validation (stateful and stateless) on a `Perpetual`
 // structs fields, returning an error if any conditions are false:
 // - MarketId is not a valid market.