[Perpetual] net open interest was added (#804)

* net open interest was added * test was fixed * logic was migrated to query * logic was migrated to query * logic was migrated to query * test was fixed
elys-network · Sep 20, 2024 · 2dff667 · 2dff667
1 parent aa9ced8
commit 2dff667
Show file tree

Hide file tree

Showing 7 changed files with 821 additions and 116 deletions.
diff --git a/proto/elys/perpetual/query.proto b/proto/elys/perpetual/query.proto
@@ -156,15 +156,15 @@ message QueryGetPoolRequest {
 }
 
 message QueryGetPoolResponse {
-  Pool pool = 1 [(gogoproto.nullable) = false];
+  PoolResponse pool = 1 [(gogoproto.nullable) = false];
 }
 
 message QueryAllPoolRequest {
   cosmos.base.query.v1beta1.PageRequest pagination = 1;
 }
 
 message QueryAllPoolResponse {
-  repeated Pool                                   pool       = 1 [(gogoproto.nullable) = false];
+  repeated PoolResponse                                   pool       = 1 [(gogoproto.nullable) = false];
            cosmos.base.query.v1beta1.PageResponse pagination = 2;
 }
 
@@ -215,3 +215,29 @@ message QueryGetAllToPayResponse {
   repeated ToPay to_pay = 1;
 }
 
+message PoolResponse {
+  uint64 amm_pool_id = 1; 
+  string health = 2 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  bool enabled = 3; 
+  bool closed = 4; 
+  string borrow_interest_rate = 5 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  repeated PoolAsset pool_assets_long = 6 [(gogoproto.nullable) = false]; 
+  repeated PoolAsset pool_assets_short = 7 [(gogoproto.nullable) = false]; 
+  int64 last_height_borrow_interest_rate_computed = 8;
+  // funding rate, if positive longs pay shorts, if negative shorts pay longs
+  string funding_rate = 9 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+    (gogoproto.nullable) = false
+  ];
+  string net_open_interest = 10 [
+    (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Int",
+    (gogoproto.nullable) = false
+  ];
+}
+
diff --git a/x/perpetual/client/cli/query_pool_test.go b/x/perpetual/client/cli/query_pool_test.go
@@ -10,6 +10,7 @@ import (
 	"google.golang.org/grpc/codes"
 	"google.golang.org/grpc/status"
 
+	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/elys-network/elys/testutil/network"
 	"github.com/elys-network/elys/testutil/nullify"
 	"github.com/elys-network/elys/x/perpetual/client/cli"
@@ -32,7 +33,22 @@ func networkWithPoolObjects(t *testing.T, n int) (*network.Network, []types.Pool
 }
 
 func TestShowPool(t *testing.T) {
-	net, objs := networkWithPoolObjects(t, 2)
+	net, objspool := networkWithPoolObjects(t, 2)
+
+	objs := make([]types.PoolResponse, len(objspool))
+
+	for k, v := range objspool {
+		objs[k].AmmPoolId = v.AmmPoolId
+		objs[k].BorrowInterestRate = v.BorrowInterestRate
+		objs[k].Health = v.Health
+		objs[k].Closed = v.Closed
+		objs[k].Enabled = v.Enabled
+		objs[k].FundingRate = v.FundingRate
+		objs[k].LastHeightBorrowInterestRateComputed = v.LastHeightBorrowInterestRateComputed
+		objs[k].PoolAssetsLong = v.PoolAssetsLong
+		objs[k].PoolAssetsShort = v.PoolAssetsShort
+		objs[k].NetOpenInterest = sdk.ZeroInt()
+	}
 
 	ctx := net.Validators[0].ClientCtx
 	common := []string{
@@ -44,7 +60,7 @@ func TestShowPool(t *testing.T) {
 
 		args []string
 		err  error
-		obj  types.Pool
+		obj  types.PoolResponse
 	}{
 		{
 			desc:    "found",

diff --git a/x/perpetual/keeper/get_net_open_interest.go b/x/perpetual/keeper/get_net_open_interest.go
@@ -0,0 +1,23 @@
+package keeper
+
+import (
+	"cosmossdk.io/math"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/elys-network/elys/x/perpetual/types"
+)
+
+func (k Keeper) GetNetOpenInterest(pool types.Pool) math.Int {
+	assetLiabilitiesLong := sdk.ZeroInt()
+	assetLiabilitiesShort := sdk.ZeroInt()
+
+	for _, asset := range pool.PoolAssetsLong {
+		assetLiabilitiesLong = assetLiabilitiesLong.Add(asset.Liabilities)
+	}
+
+	for _, asset := range pool.PoolAssetsShort {
+		assetLiabilitiesShort = assetLiabilitiesShort.Add(asset.Liabilities)
+	}
+
+	netOpenInterest := assetLiabilitiesLong.Sub(assetLiabilitiesShort)
+	return netOpenInterest
+}
diff --git a/x/perpetual/keeper/pool_test.go b/x/perpetual/keeper/pool_test.go
@@ -21,6 +21,27 @@ func createNPool(keeper *keeper.Keeper, ctx sdk.Context, n int) []types.Pool {
 	return items
 }
 
+func createNPoolResponse(keeper *keeper.Keeper, ctx sdk.Context, n int) []types.PoolResponse {
+	items := make([]types.PoolResponse, n)
+	for i := range items {
+		items[i] = types.PoolResponse{
+			AmmPoolId:                            uint64(i),
+			Health:                               sdk.NewDec(100),
+			Enabled:                              true,
+			Closed:                               false,
+			BorrowInterestRate:                   sdk.MustNewDecFromStr("0.000000000000000001"),
+			PoolAssetsLong:                       []types.PoolAsset{},
+			PoolAssetsShort:                      []types.PoolAsset{},
+			LastHeightBorrowInterestRateComputed: 0,
+			FundingRate:                          sdk.ZeroDec(),
+			NetOpenInterest:                      sdk.ZeroInt(),
+		}
+
+		keeper.SetPool(ctx, types.NewPool(uint64(i)))
+	}
+	return items
+}
+
 func TestPoolGet(t *testing.T) {
 	keeper, ctx := keepertest.PerpetualKeeper(t)
 	items := createNPool(keeper, ctx, 10)

diff --git a/x/perpetual/keeper/query_pool.go b/x/perpetual/keeper/query_pool.go
@@ -16,7 +16,7 @@ func (k Keeper) Pools(goCtx context.Context, req *types.QueryAllPoolRequest) (*t
 		return nil, status.Error(codes.InvalidArgument, "invalid request")
 	}
 
-	var pools []types.Pool
+	var pools []types.PoolResponse
 	ctx := sdk.UnwrapSDKContext(goCtx)
 
 	store := ctx.KVStore(k.storeKey)
@@ -34,7 +34,18 @@ func (k Keeper) Pools(goCtx context.Context, req *types.QueryAllPoolRequest) (*t
 		}
 
 		if ammPool.PoolParams.UseOracle {
-			pools = append(pools, pool)
+			pools = append(pools, types.PoolResponse{
+				AmmPoolId:                            pool.AmmPoolId,
+				Health:                               pool.Health,
+				Enabled:                              pool.Enabled,
+				Closed:                               pool.Closed,
+				BorrowInterestRate:                   pool.BorrowInterestRate,
+				PoolAssetsLong:                       pool.PoolAssetsLong,
+				PoolAssetsShort:                      pool.PoolAssetsShort,
+				LastHeightBorrowInterestRateComputed: pool.LastHeightBorrowInterestRateComputed,
+				FundingRate:                          pool.FundingRate,
+				NetOpenInterest:                      k.GetNetOpenInterest(pool),
+			})
 		}
 
 		return nil
@@ -60,5 +71,18 @@ func (k Keeper) Pool(goCtx context.Context, req *types.QueryGetPoolRequest) (*ty
 		return nil, status.Error(codes.NotFound, "not found")
 	}
 
-	return &types.QueryGetPoolResponse{Pool: val}, nil
+	pool := types.PoolResponse{
+		AmmPoolId:                            val.AmmPoolId,
+		Health:                               val.Health,
+		Enabled:                              val.Enabled,
+		Closed:                               val.Closed,
+		BorrowInterestRate:                   val.BorrowInterestRate,
+		PoolAssetsLong:                       val.PoolAssetsLong,
+		PoolAssetsShort:                      val.PoolAssetsShort,
+		LastHeightBorrowInterestRateComputed: val.LastHeightBorrowInterestRateComputed,
+		FundingRate:                          val.FundingRate,
+		NetOpenInterest:                      k.GetNetOpenInterest(val),
+	}
+
+	return &types.QueryGetPoolResponse{Pool: pool}, nil
 }
diff --git a/x/perpetual/keeper/query_pool_test.go b/x/perpetual/keeper/query_pool_test.go
@@ -77,7 +77,7 @@ func TestPools_Success(t *testing.T) {
 func TestPoolQuerySingle(t *testing.T) {
 	keeper, ctx := keepertest.PerpetualKeeper(t)
 	wctx := sdk.WrapSDKContext(ctx)
-	msgs := createNPool(keeper, ctx, 2)
+	msgs := createNPoolResponse(keeper, ctx, 2)
 	tests := []struct {
 		desc     string
 		request  *types.QueryGetPoolRequest