[chore] Move perpetuals/keeper helper functions to perpetuals/lib (backport #1678)

protocol/daemons/liquidation/client/sub_task_runner.go

@@ -13,7 +13,7 @@ import (
 	assetstypes "github.com/dydxprotocol/v4-chain/protocol/x/assets/types"
 	clobkeeper "github.com/dydxprotocol/v4-chain/protocol/x/clob/keeper"
 	clobtypes "github.com/dydxprotocol/v4-chain/protocol/x/clob/types"
-	perpkeeper "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/keeper"
+	perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib"
 	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
 	sakeeper "github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/keeper"
@@ -344,7 +344,7 @@ func (c *Client) CheckSubaccountCollateralization(
 		bigQuantums := perpetualPosition.GetBigQuantums()
 
 		// Get the net collateral for the position.
-		bigNetCollateralQuoteQuantums := perpkeeper.GetNetNotionalInQuoteQuantums(perpetual, marketPrice, bigQuantums)
+		bigNetCollateralQuoteQuantums := perplib.GetNetNotionalInQuoteQuantums(perpetual, marketPrice, bigQuantums)
 		bigTotalNetCollateral.Add(bigTotalNetCollateral, bigNetCollateralQuoteQuantums)
 
 		liquidityTier, ok := liquidityTiers[perpetual.Params.LiquidityTier]
@@ -357,7 +357,7 @@ func (c *Client) CheckSubaccountCollateralization(
 		}
 
 		// Get the maintenance margin requirement for the position.
-		_, bigMaintenanceMarginQuoteQuantums := perpkeeper.GetMarginRequirementsInQuoteQuantums(
+		_, bigMaintenanceMarginQuoteQuantums := perplib.GetMarginRequirementsInQuoteQuantums(
 			perpetual,
 			marketPrice,
 			liquidityTier,

protocol/x/perpetuals/keeper/perpetual.go

@@ -27,6 +27,7 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/lib/log"
 	"github.com/dydxprotocol/v4-chain/protocol/lib/metrics"
 	epochstypes "github.com/dydxprotocol/v4-chain/protocol/x/epochs/types"
+	perplib "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/lib"
 	"github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
 	gometrics "github.com/hashicorp/go-metrics"
@@ -850,31 +851,7 @@ func (k Keeper) GetNetNotional(
 		return new(big.Int), err
 	}
 
-	return GetNetNotionalInQuoteQuantums(perpetual, marketPrice, bigQuantums), nil
-}
-
-// GetNetNotionalInQuoteQuantums returns the net notional in quote quantums, which can be
-// represented by the following equation:
-//
-// `quantums / 10^baseAtomicResolution * marketPrice * 10^marketExponent * 10^quoteAtomicResolution`.
-// Note that longs are positive, and shorts are negative.
-//
-// Also note that this is a stateless function.
-func GetNetNotionalInQuoteQuantums(
-	perpetual types.Perpetual,
-	marketPrice pricestypes.MarketPrice,
-	bigQuantums *big.Int,
-) (
-	bigNetNotionalQuoteQuantums *big.Int,
-) {
-	bigQuoteQuantums := lib.BaseToQuoteQuantums(
-		bigQuantums,
-		perpetual.Params.AtomicResolution,
-		marketPrice.Price,
-		marketPrice.Exponent,
-	)
-
-	return bigQuoteQuantums
+	return perplib.GetNetNotionalInQuoteQuantums(perpetual, marketPrice, bigQuantums), nil
 }
 
 // GetNotionalInBaseQuantums returns the net notional in base quantums, which can be represented
@@ -979,7 +956,7 @@ func (k Keeper) GetMarginRequirements(
 	}
 
 	bigInitialMarginQuoteQuantums,
-		bigMaintenanceMarginQuoteQuantums = GetMarginRequirementsInQuoteQuantums(
+		bigMaintenanceMarginQuoteQuantums = perplib.GetMarginRequirementsInQuoteQuantums(
 		perpetual,
 		marketPrice,
 		liquidityTier,
@@ -988,58 +965,6 @@ func (k Keeper) GetMarginRequirements(
 	return bigInitialMarginQuoteQuantums, bigMaintenanceMarginQuoteQuantums, nil
 }
 
-// GetMarginRequirementsInQuoteQuantums returns initial and maintenance margin requirements
-// in quote quantums, given the position size in base quantums.
-//
-// Note that this is a stateless function.
-func GetMarginRequirementsInQuoteQuantums(
-	perpetual types.Perpetual,
-	marketPrice pricestypes.MarketPrice,
-	liquidityTier types.LiquidityTier,
-	bigQuantums *big.Int,
-) (
-	bigInitialMarginQuoteQuantums *big.Int,
-	bigMaintenanceMarginQuoteQuantums *big.Int,
-) {
-	// Always consider the magnitude of the position regardless of whether it is long/short.
-	bigAbsQuantums := new(big.Int).Set(bigQuantums).Abs(bigQuantums)
-
-	// Calculate the notional value of the position in quote quantums.
-	bigQuoteQuantums := lib.BaseToQuoteQuantums(
-		bigAbsQuantums,
-		perpetual.Params.AtomicResolution,
-		marketPrice.Price,
-		marketPrice.Exponent,
-	)
-	// Calculate the perpetual's open interest in quote quantums.
-	openInterestQuoteQuantums := lib.BaseToQuoteQuantums(
-		perpetual.OpenInterest.BigInt(), // OpenInterest is represented as base quantums.
-		perpetual.Params.AtomicResolution,
-		marketPrice.Price,
-		marketPrice.Exponent,
-	)
-
-	// Initial margin requirement quote quantums = size in quote quantums * initial margin PPM.
-	bigBaseInitialMarginQuoteQuantums := liquidityTier.GetInitialMarginQuoteQuantums(
-		bigQuoteQuantums,
-		big.NewInt(0), // pass in 0 as open interest to get base IMR.
-	)
-	// Maintenance margin requirement quote quantums = IM in quote quantums * maintenance fraction PPM.
-	bigMaintenanceMarginQuoteQuantums = lib.BigRatRound(
-		lib.BigRatMulPpm(
-			new(big.Rat).SetInt(bigBaseInitialMarginQuoteQuantums),
-			liquidityTier.MaintenanceFractionPpm,
-		),
-		true,
-	)
-
-	bigInitialMarginQuoteQuantums = liquidityTier.GetInitialMarginQuoteQuantums(
-		bigQuoteQuantums,
-		openInterestQuoteQuantums, // pass in current OI to get scaled IMR.
-	)
-	return bigInitialMarginQuoteQuantums, bigMaintenanceMarginQuoteQuantums
-}
-
 // 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
@@ -1066,43 +991,14 @@ func (k Keeper) GetSettlementPpm(
 		return big.NewInt(0), big.NewInt(0), err
 	}
 
-	bigNetSettlementPpm, newFundingIndex = GetSettlementPpmWithPerpetual(
+	bigNetSettlementPpm, newFundingIndex = perplib.GetSettlementPpmWithPerpetual(
 		perpetual,
 		quantums,
 		index,
 	)
 	return bigNetSettlementPpm, newFundingIndex, nil
 }
 
-// GetSettlementPpm returns the net settlement amount ppm (in quote quantums) given
-// the perpetual and position size (in base quantums).
-//
-// Note that this function is a stateless utility function.
-func GetSettlementPpmWithPerpetual(
-	perpetual types.Perpetual,
-	quantums *big.Int,
-	index *big.Int,
-) (
-	bigNetSettlementPpm *big.Int,
-	newFundingIndex *big.Int,
-) {
-	indexDelta := new(big.Int).Sub(perpetual.FundingIndex.BigInt(), index)
-
-	// if indexDelta is zero, then net settlement is zero.
-	if indexDelta.Sign() == 0 {
-		return big.NewInt(0), perpetual.FundingIndex.BigInt()
-	}
-
-	bigNetSettlementPpm = new(big.Int).Mul(indexDelta, quantums)
-
-	// `bigNetSettlementPpm` carries sign. `indexDelta`` is the increase in `fundingIndex`, so if
-	// the position is long (positive), the net settlement should be short (negative), and vice versa.
-	// Thus, always negate `bigNetSettlementPpm` here.
-	bigNetSettlementPpm = bigNetSettlementPpm.Neg(bigNetSettlementPpm)
-
-	return bigNetSettlementPpm, perpetual.FundingIndex.BigInt()
-}
-
 // GetPremiumSamples reads premium samples from the current `funding-tick` epoch,
 // stored in a `PremiumStore` struct.
 func (k Keeper) GetPremiumSamples(ctx sdk.Context) (

protocol/x/perpetuals/keeper/perpetual_test.go

@@ -7,24 +7,18 @@ import (
 	"sort"
 	"testing"
 
-	"github.com/cosmos/gogoproto/proto"
-	"github.com/dydxprotocol/v4-chain/protocol/app/module"
-
 	errorsmod "cosmossdk.io/errors"
-
-	"github.com/dydxprotocol/v4-chain/protocol/dtypes"
-	"github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager"
-	"github.com/dydxprotocol/v4-chain/protocol/mocks"
+	"cosmossdk.io/store/prefix"
 
 	"github.com/cosmos/cosmos-sdk/codec"
 	sdk "github.com/cosmos/cosmos-sdk/types"
-	"github.com/dydxprotocol/v4-chain/protocol/lib"
-	"github.com/stretchr/testify/mock"
-
-	"github.com/stretchr/testify/require"
-
-	"cosmossdk.io/store/prefix"
+	"github.com/cosmos/gogoproto/proto"
+	"github.com/dydxprotocol/v4-chain/protocol/app/module"
+	"github.com/dydxprotocol/v4-chain/protocol/dtypes"
 	indexerevents "github.com/dydxprotocol/v4-chain/protocol/indexer/events"
+	"github.com/dydxprotocol/v4-chain/protocol/indexer/indexer_manager"
+	"github.com/dydxprotocol/v4-chain/protocol/lib"
+	"github.com/dydxprotocol/v4-chain/protocol/mocks"
 	big_testutil "github.com/dydxprotocol/v4-chain/protocol/testutil/big"
 	"github.com/dydxprotocol/v4-chain/protocol/testutil/constants"
 	keepertest "github.com/dydxprotocol/v4-chain/protocol/testutil/keeper"
@@ -37,6 +31,8 @@ import (
 	"github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/keeper"
 	"github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
+	"github.com/stretchr/testify/mock"
+	"github.com/stretchr/testify/require"
 )
 
 func TestModifyPerpetual_Success(t *testing.T) {

protocol/x/perpetuals/lib/lib.go

@@ -0,0 +1,106 @@
+package lib
+
+import (
+	"math/big"
+
+	"github.com/dydxprotocol/v4-chain/protocol/lib"
+	"github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
+	pricestypes "github.com/dydxprotocol/v4-chain/protocol/x/prices/types"
+)
+
+// GetSettlementPpm returns the net settlement amount ppm (in quote quantums) given
+// the perpetual and position size (in base quantums).
+func GetSettlementPpmWithPerpetual(
+	perpetual types.Perpetual,
+	quantums *big.Int,
+	index *big.Int,
+) (
+	bigNetSettlementPpm *big.Int,
+	newFundingIndex *big.Int,
+) {
+	indexDelta := new(big.Int).Sub(perpetual.FundingIndex.BigInt(), index)
+
+	// if indexDelta is zero, then net settlement is zero.
+	if indexDelta.Sign() == 0 {
+		return big.NewInt(0), perpetual.FundingIndex.BigInt()
+	}
+
+	bigNetSettlementPpm = new(big.Int).Mul(indexDelta, quantums)
+
+	// `bigNetSettlementPpm` carries sign. `indexDelta` is the increase in `fundingIndex`, so if
+	// the position is long (positive), the net settlement should be short (negative), and vice versa.
+	// Thus, always negate `bigNetSettlementPpm` here.
+	bigNetSettlementPpm = bigNetSettlementPpm.Neg(bigNetSettlementPpm)
+
+	return bigNetSettlementPpm, perpetual.FundingIndex.BigInt()
+}
+
+// GetNetNotionalInQuoteQuantums returns the net notional in quote quantums, which can be
+// represented by the following equation:
+//
+// `quantums / 10^baseAtomicResolution * marketPrice * 10^marketExponent * 10^quoteAtomicResolution`.
+// Note that longs are positive, and shorts are negative.
+func GetNetNotionalInQuoteQuantums(
+	perpetual types.Perpetual,
+	marketPrice pricestypes.MarketPrice,
+	bigQuantums *big.Int,
+) (
+	bigNetNotionalQuoteQuantums *big.Int,
+) {
+	bigQuoteQuantums := lib.BaseToQuoteQuantums(
+		bigQuantums,
+		perpetual.Params.AtomicResolution,
+		marketPrice.Price,
+		marketPrice.Exponent,
+	)
+
+	return bigQuoteQuantums
+}
+
+// GetMarginRequirementsInQuoteQuantums returns initial and maintenance margin requirements
+// in quote quantums, given the position size in base quantums.
+func GetMarginRequirementsInQuoteQuantums(
+	perpetual types.Perpetual,
+	marketPrice pricestypes.MarketPrice,
+	liquidityTier types.LiquidityTier,
+	bigQuantums *big.Int,
+) (
+	bigInitialMarginQuoteQuantums *big.Int,
+	bigMaintenanceMarginQuoteQuantums *big.Int,
+) {
+	// Always consider the magnitude of the position regardless of whether it is long/short.
+	bigAbsQuantums := new(big.Int).Abs(bigQuantums)
+
+	// Calculate the notional value of the position in quote quantums.
+	bigQuoteQuantums := lib.BaseToQuoteQuantums(
+		bigAbsQuantums,
+		perpetual.Params.AtomicResolution,
+		marketPrice.Price,
+		marketPrice.Exponent,
+	)
+	// Calculate the perpetual's open interest in quote quantums.
+	openInterestQuoteQuantums := lib.BaseToQuoteQuantums(
+		perpetual.OpenInterest.BigInt(), // OpenInterest is represented as base quantums.
+		perpetual.Params.AtomicResolution,
+		marketPrice.Price,
+		marketPrice.Exponent,
+	)
+
+	// Initial margin requirement quote quantums = size in quote quantums * initial margin PPM.
+	bigBaseInitialMarginQuoteQuantums := liquidityTier.GetInitialMarginQuoteQuantums(
+		bigQuoteQuantums,
+		big.NewInt(0), // pass in 0 as open interest to get base IMR.
+	)
+	// Maintenance margin requirement quote quantums = IM in quote quantums * maintenance fraction PPM.
+	bigMaintenanceMarginQuoteQuantums = lib.BigMulPpm(
+		bigBaseInitialMarginQuoteQuantums,
+		lib.BigU(liquidityTier.MaintenanceFractionPpm),
+		true,
+	)
+
+	bigInitialMarginQuoteQuantums = liquidityTier.GetInitialMarginQuoteQuantums(
+		bigQuoteQuantums,
+		openInterestQuoteQuantums, // pass in current OI to get scaled IMR.
+	)
+	return bigInitialMarginQuoteQuantums, bigMaintenanceMarginQuoteQuantums
+}