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Add current equity as a pnl tick. (#2335)
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@vincentwschau
vincentwschau authored Sep 25, 2024
1 parent f346663 commit 78de680
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Showing 2 changed files with 271 additions and 160 deletions.
118 changes: 73 additions & 45 deletions indexer/services/comlink/__tests__/controllers/api/v4/vault-controller.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -18,17 +18,22 @@ import request from 'supertest';
import { getFixedRepresentation, sendRequest } from '../../../helpers/helpers';
import config from '../../../../src/config';
import { DateTime } from 'luxon';
import Big from 'big.js';

describe('vault-controller#V4', () => {
const experimentVaultsPrevVal: string = config.EXPERIMENT_VAULTS;
const experimentVaultMarketsPrevVal: string = config.EXPERIMENT_VAULT_MARKETS;
const latestBlockHeight: string = '25';
const currentBlockHeight: string = '7';
const twoHourBlockHeight: string = '5';
const twoDayBlockHeight: string = '3';
const currentTime: DateTime = DateTime.utc().startOf('day').minus({ hour: 5 });
const latestTime: DateTime = currentTime.plus({ second: 5 });
const twoHoursAgo: DateTime = currentTime.minus({ hour: 2 });
const twoDaysAgo: DateTime = currentTime.minus({ day: 2 });
const initialFundingIndex: string = '10000';
const vault1Equity: number = 159500;
const vault2Equity: number = 10000;

beforeAll(async () => {
await dbHelpers.migrate();
Expand Down Expand Up @@ -61,8 +66,33 @@ describe('vault-controller#V4', () => {
time: currentTime.toISO(),
blockHeight: currentBlockHeight,
}),
BlockTable.create({
...testConstants.defaultBlock,
time: latestTime.toISO(),
blockHeight: latestBlockHeight,
}),
]);
await SubaccountTable.create(testConstants.vaultSubaccount);
await Promise.all([
PerpetualPositionTable.create(
testConstants.defaultPerpetualPosition,
),
AssetPositionTable.upsert(testConstants.defaultAssetPosition),
AssetPositionTable.upsert({
...testConstants.defaultAssetPosition,
subaccountId: testConstants.vaultSubaccountId,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
fundingIndex: initialFundingIndex,
effectiveAtHeight: testConstants.createdHeight,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
eventId: testConstants.defaultTendermintEventId2,
effectiveAtHeight: twoDayBlockHeight,
}),
]);
});

afterEach(async () => {
Expand Down Expand Up @@ -93,17 +123,25 @@ describe('vault-controller#V4', () => {
expectedTicksIndex: number[],
) => {
const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
const finalTick: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex[expectedTicksIndex.length - 1]],
equity: Big(vault1Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: `/v4/vault/v1/megavault/historicalPnl${queryParam}`,
});

expect(response.body.megavaultPnl).toHaveLength(expectedTicksIndex.length + 1);
expect(response.body.megavaultPnl).toEqual(
expect.arrayContaining(
expectedTicksIndex.map((index: number) => {
return expect.objectContaining(createdPnlTicks[index]);
}),
}).concat([finalTick]),
),
);
});
Expand All @@ -127,7 +165,6 @@ describe('vault-controller#V4', () => {
].join(',');

const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: `/v4/vault/v1/megavault/historicalPnl${queryParam}`,
Expand All @@ -138,7 +175,15 @@ describe('vault-controller#V4', () => {
totalPnl: (parseFloat(testConstants.defaultPnlTick.totalPnl) * 2).toString(),
netTransfers: (parseFloat(testConstants.defaultPnlTick.netTransfers) * 2).toString(),
};
const finalTick: PnlTicksFromDatabase = {
...expectedPnlTickBase,
equity: Big(vault1Equity).add(vault2Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

expect(response.body.megavaultPnl).toHaveLength(expectedTicksIndex.length + 1);
expect(response.body.megavaultPnl).toEqual(
expect.arrayContaining(
expectedTicksIndex.map((index: number) => {
Expand All @@ -148,7 +193,7 @@ describe('vault-controller#V4', () => {
blockHeight: createdPnlTicks[index].blockHeight,
blockTime: createdPnlTicks[index].blockTime,
});
}),
}).concat([expect.objectContaining(finalTick)]),
),
);
});
Expand All @@ -175,20 +220,27 @@ describe('vault-controller#V4', () => {
expectedTicksIndex: number[],
) => {
const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
const finalTick: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex[expectedTicksIndex.length - 1]],
equity: Big(vault1Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: `/v4/vault/v1/vaults/historicalPnl${queryParam}`,
});

expect(response.body.vaultsPnl).toHaveLength(1);

expect(response.body.vaultsPnl[0].historicalPnl).toHaveLength(expectedTicksIndex.length + 1);
expect(response.body.vaultsPnl[0]).toEqual({
ticker: testConstants.defaultPerpetualMarket.ticker,
historicalPnl: expect.arrayContaining(
expectedTicksIndex.map((index: number) => {
return expect.objectContaining(createdPnlTicks[index]);
}),
}).concat(finalTick),
),
});
});
Expand All @@ -213,6 +265,20 @@ describe('vault-controller#V4', () => {
].join(',');

const createdPnlTicks: PnlTicksFromDatabase[] = await createPnlTicks();
const finalTick1: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex1[expectedTicksIndex1.length - 1]],
equity: Big(vault1Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};
const finalTick2: PnlTicksFromDatabase = {
...createdPnlTicks[expectedTicksIndex2[expectedTicksIndex2.length - 1]],
equity: Big(vault2Equity).toFixed(),
blockHeight: latestBlockHeight,
blockTime: latestTime.toISO(),
createdAt: latestTime.toISO(),
};

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
Expand All @@ -223,14 +289,14 @@ describe('vault-controller#V4', () => {
ticker: testConstants.defaultPerpetualMarket.ticker,
historicalPnl: expectedTicksIndex1.map((index: number) => {
return createdPnlTicks[index];
}),
}).concat(finalTick1),
};

const expectedVaultPnl2: VaultHistoricalPnl = {
ticker: testConstants.defaultPerpetualMarket2.ticker,
historicalPnl: expectedTicksIndex2.map((index: number) => {
return createdPnlTicks[index];
}),
}).concat(finalTick2),
};

expect(response.body.vaultsPnl).toEqual(
Expand Down Expand Up @@ -260,23 +326,6 @@ describe('vault-controller#V4', () => {
});

it('Get /megavault/positions with 1 vault subaccount', async () => {
await Promise.all([
PerpetualPositionTable.create(
testConstants.defaultPerpetualPosition,
),
AssetPositionTable.upsert(testConstants.defaultAssetPosition),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
fundingIndex: initialFundingIndex,
effectiveAtHeight: testConstants.createdHeight,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
eventId: testConstants.defaultTendermintEventId2,
effectiveAtHeight: twoDayBlockHeight,
}),
]);

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: '/v4/vault/v1/megavault/positions',
Expand Down Expand Up @@ -334,27 +383,6 @@ describe('vault-controller#V4', () => {
testConstants.defaultPerpetualMarket2.clobPairId,
].join(',');

await Promise.all([
PerpetualPositionTable.create(
testConstants.defaultPerpetualPosition,
),
AssetPositionTable.upsert(testConstants.defaultAssetPosition),
AssetPositionTable.upsert({
...testConstants.defaultAssetPosition,
subaccountId: testConstants.vaultSubaccountId,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
fundingIndex: initialFundingIndex,
effectiveAtHeight: testConstants.createdHeight,
}),
FundingIndexUpdatesTable.create({
...testConstants.defaultFundingIndexUpdate,
eventId: testConstants.defaultTendermintEventId2,
effectiveAtHeight: twoDayBlockHeight,
}),
]);

const response: request.Response = await sendRequest({
type: RequestMethod.GET,
path: '/v4/vault/v1/megavault/positions',
Expand Down
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