@velocity-exchange/sdk 0.4.0 → 0.6.0

package/tests/user/getMarginCalculation.ts

@@ -1,586 +0,0 @@
-import {
-	BN,
-	ZERO,
-	User,
-	PublicKey,
-	BASE_PRECISION,
-	QUOTE_PRECISION,
-	PRICE_PRECISION,
-	MARGIN_PRECISION,
-	SPOT_MARKET_BALANCE_PRECISION,
-	SpotBalanceType,
-	OPEN_ORDER_MARGIN_REQUIREMENT,
-	SPOT_MARKET_WEIGHT_PRECISION,
-	MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN,
-	PositionFlag,
-	ContractTier,
-	UserStatus,
-} from '../../src';
-import { mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
-import { assert } from '../../src/assert/assert';
-import {
-	mockUserAccount as baseMockUserAccount,
-	makeMockUser,
-} from './helpers';
-import * as _ from 'lodash';
-
-describe('getMarginCalculation snapshot', () => {
-	it('empty account returns zeroed snapshot', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Initial');
-		assert(calc.totalCollateral.eq(ZERO));
-		assert(calc.marginRequirement.eq(ZERO));
-	});
-
-	it('quote deposit increases totalCollateral, no requirement', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
-		myMockUserAccount.spotPositions[0].scaledBalance = new BN(
-			10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
-		);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Initial');
-		const expected = new BN('10000000000'); // $10k
-		assert(calc.totalCollateral.eq(expected));
-		assert(calc.marginRequirement.eq(ZERO));
-	});
-
-	it('quote borrow increases requirement and buffer applies', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		// Borrow 100 quote
-		myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.BORROW;
-		myMockUserAccount.spotPositions[0].scaledBalance = new BN(
-			100 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
-		);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const tenPercent = new BN(1000);
-		const calc = user.getMarginCalculation('Initial', {
-			liquidationBufferMap: new Map([['cross', tenPercent]]),
-		});
-		// mirrors margin.rs: a quote borrow enters the requirement at its raw strict
-		// token value; the cross buffer only appears in marginRequirementPlusBuffer
-		const liability = new BN(100).mul(QUOTE_PRECISION); // $100
-		assert(calc.totalCollateral.eq(ZERO));
-		assert(
-			calc.marginRequirement.eq(liability),
-			`margin requirement does not equal liability: ${calc.marginRequirement.toString()} != ${liability.toString()}`
-		);
-		assert(
-			calc.marginRequirementPlusBuffer.eq(
-				liability.div(new BN(10)).add(calc.marginRequirement) // 10% of liability + margin requirement
-			),
-			`margin requirement plus buffer does not equal 10% of liability + margin requirement: ${calc.marginRequirementPlusBuffer.toString()} != ${liability
-				.div(new BN(10))
-				.add(calc.marginRequirement)
-				.toString()}`
-		);
-	});
-
-	it('non-quote spot open orders add IM', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		// Market 1 (e.g., SOL) with 2 open orders
-		myMockUserAccount.spotPositions[1].marketIndex = 1;
-		myMockUserAccount.spotPositions[1].openOrders = 2;
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Initial');
-		const expectedIM = new BN(2).mul(OPEN_ORDER_MARGIN_REQUIREMENT);
-		assert(calc.marginRequirement.eq(expectedIM));
-	});
-
-	it('perp long liability reflects maintenance requirement', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		// 20 base long, -$10 quote (liability)
-		myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(20).mul(
-			BASE_PRECISION
-		);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Maintenance');
-		// From existing liquidation test expectations: 2_000_000
-		assert(calc.marginRequirement.eq(new BN('2000000')));
-	});
-
-	it('collateral equals maintenance requirement', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(200000000).mul(
-			BASE_PRECISION
-		);
-
-		myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
-		myMockUserAccount.spotPositions[0].scaledBalance = new BN(20000000).mul(
-			SPOT_MARKET_BALANCE_PRECISION
-		);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Maintenance');
-		assert(
-			calc.marginRequirement.eq(calc.totalCollateral),
-			`margin requirement does not equal total collateral: ${calc.marginRequirement.toString()} != ${calc.totalCollateral.toString()}`
-		);
-	});
-
-	it('maker reducing after simulated fill: collateral equals maintenance requirement', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-
-		// Build maker and taker accounts
-		const makerAccount = _.cloneDeep(baseMockUserAccount);
-		const takerAccount = _.cloneDeep(baseMockUserAccount);
-
-		// Oracle price = 1 for perp and spot
-		const perpOracles = [1, 1, 1, 1, 1, 1, 1, 1];
-		const spotOracles = [1, 1, 1, 1, 1, 1, 1, 1];
-
-		// Pre-fill: maker has 21 base long at entry 1 ($21 notional), taker flat
-		makerAccount.perpPositions[0].baseAssetAmount = new BN(21).mul(
-			BASE_PRECISION
-		);
-		makerAccount.perpPositions[0].quoteEntryAmount = new BN(-21).mul(
-			QUOTE_PRECISION
-		);
-		makerAccount.perpPositions[0].quoteBreakEvenAmount = new BN(-21).mul(
-			QUOTE_PRECISION
-		);
-		// Provide exactly $2 in quote collateral to equal 10% maintenance of 20 notional post-fill
-		makerAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
-		makerAccount.spotPositions[0].scaledBalance = new BN(2).mul(
-			SPOT_MARKET_BALANCE_PRECISION
-		);
-
-		// Simulate fill: maker sells 1 base to taker at price = oracle = 1
-		// Post-fill maker position: 20 base long with zero unrealized PnL
-		const maker: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			makerAccount,
-			perpOracles,
-			spotOracles
-		);
-		const taker: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			takerAccount,
-			perpOracles,
-			spotOracles
-		);
-
-		// Apply synthetic trade deltas to both user accounts
-		// Maker: base 21 -> 20; taker: base 0 -> 1. Use quote deltas consistent with price 1, fee 0
-		maker.getUserAccount().perpPositions[0].baseAssetAmount = new BN(20).mul(
-			BASE_PRECISION
-		);
-		maker.getUserAccount().perpPositions[0].quoteEntryAmount = new BN(-20).mul(
-			QUOTE_PRECISION
-		);
-		maker.getUserAccount().perpPositions[0].quoteBreakEvenAmount = new BN(
-			-20
-		).mul(QUOTE_PRECISION);
-		// Align quoteAssetAmount with base value so unrealized PnL = 0 at price 1
-		maker.getUserAccount().perpPositions[0].quoteAssetAmount = new BN(-20).mul(
-			QUOTE_PRECISION
-		);
-
-		taker.getUserAccount().perpPositions[0].baseAssetAmount = new BN(1).mul(
-			BASE_PRECISION
-		);
-		taker.getUserAccount().perpPositions[0].quoteEntryAmount = new BN(-1).mul(
-			QUOTE_PRECISION
-		);
-		taker.getUserAccount().perpPositions[0].quoteBreakEvenAmount = new BN(
-			-1
-		).mul(QUOTE_PRECISION);
-		// Also set taker's quoteAssetAmount consistently
-		taker.getUserAccount().perpPositions[0].quoteAssetAmount = new BN(-1).mul(
-			QUOTE_PRECISION
-		);
-
-		const makerCalc = maker.getMarginCalculation('Maintenance');
-		assert(makerCalc.marginRequirement.eq(makerCalc.totalCollateral));
-		assert(makerCalc.marginRequirement.gt(ZERO));
-	});
-
-	it('isolated position margin requirement (SDK parity)', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		myMockSpotMarkets[0].oracle = new PublicKey(2);
-		myMockSpotMarkets[1].oracle = new PublicKey(5);
-		myMockPerpMarkets[0].oracle = new PublicKey(5);
-
-		// Configure perp market 0 ratios to match on-chain test
-		myMockPerpMarkets[0].marginRatioInitial = 1000; // 10%
-		myMockPerpMarkets[0].marginRatioMaintenance = 500; // 5%
-
-		// Configure spot market 1 (e.g., SOL) weights to match on-chain test
-		myMockSpotMarkets[1].initialAssetWeight =
-			(SPOT_MARKET_WEIGHT_PRECISION.toNumber() * 8) / 10; // 0.8
-		myMockSpotMarkets[1].maintenanceAssetWeight =
-			(SPOT_MARKET_WEIGHT_PRECISION.toNumber() * 9) / 10; // 0.9
-		myMockSpotMarkets[1].initialLiabilityWeight =
-			(SPOT_MARKET_WEIGHT_PRECISION.toNumber() * 12) / 10; // 1.2
-		myMockSpotMarkets[1].maintenanceLiabilityWeight =
-			(SPOT_MARKET_WEIGHT_PRECISION.toNumber() * 11) / 10; // 1.1
-
-		// ---------- Cross margin only (spot positions) ----------
-		const crossAccount = _.cloneDeep(baseMockUserAccount);
-		// USDC deposit: $20,000
-		crossAccount.spotPositions[0].marketIndex = 0;
-		crossAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
-		crossAccount.spotPositions[0].scaledBalance = new BN(20000).mul(
-			SPOT_MARKET_BALANCE_PRECISION
-		);
-		// SOL borrow: 100 units
-		crossAccount.spotPositions[1].marketIndex = 1;
-		crossAccount.spotPositions[1].balanceType = SpotBalanceType.BORROW;
-		crossAccount.spotPositions[1].scaledBalance = new BN(100).mul(
-			SPOT_MARKET_BALANCE_PRECISION
-		);
-		// No perp exposure in cross calc
-		crossAccount.perpPositions[0].baseAssetAmount = new BN(
-			100 * BASE_PRECISION.toNumber()
-		);
-		crossAccount.perpPositions[0].quoteAssetAmount = new BN(
-			-11000 * QUOTE_PRECISION.toNumber()
-		);
-		crossAccount.perpPositions[0].positionFlag = PositionFlag.IsolatedPosition;
-		crossAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
-			100
-		).mul(SPOT_MARKET_BALANCE_PRECISION);
-
-		const userCross: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			crossAccount,
-			[100, 1, 1, 1, 1, 1, 1, 1], // perp oracle for market 0 = 100
-			[1, 100, 1, 1, 1, 1, 1, 1] // spot oracle: usdc=1, sol=100
-		);
-
-		const crossCalc = userCross.getMarginCalculation('Initial');
-		const isolatedMarginCalc = crossCalc.isolatedMarginCalculations.get(0);
-		// Expect: cross MR from SOL borrow: 100 * $100 = $10,000 * 1.2 = $12,000
-		assert(crossCalc.marginRequirement.eq(new BN('12000000000')));
-		// Expect: cross total collateral from USDC deposit only = $20,000
-		assert(crossCalc.totalCollateral.eq(new BN('20000000000')));
-		// Meets cross margin requirement
-		assert(crossCalc.marginRequirement.lte(crossCalc.totalCollateral));
-
-		assert(isolatedMarginCalc?.marginRequirement.eq(new BN('1000000000')));
-		assert(isolatedMarginCalc?.totalCollateral.eq(new BN('-900000000')));
-		// With 10% buffer
-		const tenPct = new BN(1000);
-		const crossCalcBuf = userCross.getMarginCalculation('Initial', {
-			liquidationBufferMap: new Map<number | 'cross', BN>([
-				['cross', tenPct],
-				[0, new BN(100)],
-			]),
-		});
-		assert(
-			crossCalcBuf.marginRequirementPlusBuffer.eq(new BN('14300000000')),
-			`margin requirement plus buffer does not equal 110% of liability + margin requirement: ${crossCalcBuf.marginRequirementPlusBuffer.toString()} != ${new BN(
-				'14300000000'
-			).toString()}`
-		); // replicate 10% buffer
-		const crossTotalPlusBuffer = crossCalcBuf.totalCollateral.add(
-			crossCalcBuf.totalCollateralBuffer
-		);
-		assert(crossTotalPlusBuffer.eq(new BN('20000000000')));
-
-		const isoPositionBuf = crossCalcBuf.isolatedMarginCalculations.get(0);
-		assert(
-			isoPositionBuf?.marginRequirementPlusBuffer.eq(new BN('1100000000')),
-			`margin requirement plus buffer does not equal 10% of liability + margin requirement: ${isoPositionBuf?.marginRequirementPlusBuffer.toString()} != ${new BN(
-				'1100000000'
-			).toString()}`
-		);
-		assert(isoPositionBuf?.marginRequirement.eq(new BN('1000000000')));
-		assert(
-			isoPositionBuf?.totalCollateralBuffer
-				.add(isoPositionBuf?.totalCollateral)
-				.eq(new BN('-910000000')),
-			`total collateral buffer plus total collateral does not equal -$9100: ${isoPositionBuf?.totalCollateralBuffer
-				.add(isoPositionBuf?.totalCollateral)
-				.toString()} != ${new BN('-900000000').toString()}`
-		);
-	});
-
-	it('positive unrealized pnl above $100 is capped under Initial but not Maintenance', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		// distinct oracle per market: all mock markets otherwise share the
-		// default pubkey, which would collapse their prices onto one entry
-		myMockPerpMarkets[0].oracle = new PublicKey(7);
-
-		// weight uPnL at 100% for both categories so only the Initial-margin
-		// $100 cap (not the market's asset-weight config) drives the difference
-		myMockPerpMarkets[0].unrealizedPnlInitialAssetWeight =
-			SPOT_MARKET_WEIGHT_PRECISION.toNumber();
-		myMockPerpMarkets[0].unrealizedPnlMaintenanceAssetWeight =
-			SPOT_MARKET_WEIGHT_PRECISION.toNumber();
-
-		// 10 base long @ $100 oracle = $1000 notional, entered at $750 -> $250 uPnL
-		myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(10).mul(
-			BASE_PRECISION
-		);
-		myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(750)
-			.neg()
-			.mul(QUOTE_PRECISION);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[100, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const initialCalc = user.getMarginCalculation('Initial');
-		assert(
-			initialCalc.totalCollateral.eq(MAX_POSITIVE_UPNL_FOR_INITIAL_MARGIN),
-			`initial total collateral not capped at $100: ${initialCalc.totalCollateral.toString()}`
-		);
-
-		const maintenanceCalc = user.getMarginCalculation('Maintenance');
-		assert(
-			maintenanceCalc.totalCollateral.eq(new BN(250).mul(QUOTE_PRECISION)),
-			`maintenance total collateral should be the full $250 uPnL: ${maintenanceCalc.totalCollateral.toString()}`
-		);
-	});
-
-	it('strict quote price (non-1.0) scales isolated worst-case liability buffer', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		// distinct oracle per market: all mock markets otherwise share the
-		// default pubkey, which would collapse their prices onto one entry
-		myMockPerpMarkets[0].oracle = new PublicKey(7);
-
-		// quote market trades at $1 currently but its 5min twap is $1.10; as a
-		// liability, worst-case value must use the larger of the two
-		myMockSpotMarkets[0].historicalOracleData.lastOraclePriceTwap5Min = new BN(
-			1.1 * PRICE_PRECISION.toNumber()
-		);
-
-		// isolated short of 10 base @ $100 oracle = $1000 worst-case liability,
-		// entered flat (zero uPnL) so only the liability-side conversion matters
-		myMockUserAccount.perpPositions[0].positionFlag =
-			PositionFlag.IsolatedPosition;
-		myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(10)
-			.mul(BASE_PRECISION)
-			.neg();
-		myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(1000).mul(
-			QUOTE_PRECISION
-		);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[100, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const tenPct = new BN(1000);
-		const calc = user.getMarginCalculation('Initial', {
-			strict: true,
-			liquidationBufferMap: new Map<number | 'cross', BN>([[0, tenPct]]),
-		});
-		const isolatedCalc = calc.isolatedMarginCalculations.get(0);
-
-		// marginRequirement = $1000 * 1.10 (quote-converted liability) * 20% initial margin ratio = $220
-		const expectedMarginRequirement = new BN(220).mul(QUOTE_PRECISION);
-		assert(
-			isolatedCalc?.marginRequirement.eq(expectedMarginRequirement),
-			`isolated margin requirement mismatch: ${isolatedCalc?.marginRequirement.toString()} != ${expectedMarginRequirement.toString()}`
-		);
-
-		// marginRequirementPlusBuffer adds 10% of the quote-converted ($1100) liability, not the raw ($1000) one
-		const expectedBuffer = new BN(1100)
-			.mul(QUOTE_PRECISION)
-			.mul(tenPct)
-			.div(MARGIN_PRECISION);
-		const expectedMarginRequirementPlusBuffer =
-			expectedMarginRequirement.add(expectedBuffer);
-		assert(
-			isolatedCalc?.marginRequirementPlusBuffer.eq(
-				expectedMarginRequirementPlusBuffer
-			),
-			`isolated margin requirement plus buffer not quote-converted: ${isolatedCalc?.marginRequirementPlusBuffer.toString()} != ${expectedMarginRequirementPlusBuffer.toString()}`
-		);
-	});
-
-	it('pool-1 user skips quote deposit value carve-out without throwing', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		myMockUserAccount.poolId = 1;
-		myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
-		myMockUserAccount.spotPositions[0].scaledBalance = new BN(5000).mul(
-			SPOT_MARKET_BALANCE_PRECISION
-		);
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Initial');
-		assert(
-			calc.totalCollateral.eq(ZERO),
-			`pool-1 quote deposit should be excluded from collateral: ${calc.totalCollateral.toString()}`
-		);
-	});
-
-	it('mismatched pool ids outside the pool-1 quote carve-out throw', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		myMockUserAccount.poolId = 1;
-		myMockUserAccount.spotPositions[1].marketIndex = 1;
-		myMockUserAccount.spotPositions[1].balanceType = SpotBalanceType.DEPOSIT;
-		myMockUserAccount.spotPositions[1].scaledBalance = new BN(100).mul(
-			SPOT_MARKET_BALANCE_PRECISION
-		);
-		// myMockSpotMarkets[1].poolId stays 0, mismatched with user pool id 1
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		let threw = false;
-		try {
-			user.getMarginCalculation('Initial');
-		} catch (e) {
-			threw = true;
-		}
-		assert(threw, 'expected mismatched pool ids to throw InvalidPoolId');
-	});
-
-	it('validateAnyIsolatedTierRequirements rejects a second perp liability alongside an isolated-tier one', async () => {
-		const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
-		const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
-		const myMockUserAccount = _.cloneDeep(baseMockUserAccount);
-
-		myMockPerpMarkets[0].oracle = new PublicKey(7);
-		myMockPerpMarkets[0].contractTier = ContractTier.ISOLATED;
-		myMockPerpMarkets[1].oracle = new PublicKey(9);
-
-		// market 0: isolated-tier liability
-		myMockUserAccount.perpPositions[0].positionFlag =
-			PositionFlag.IsolatedPosition;
-		myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
-		myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
-			10
-		).mul(SPOT_MARKET_BALANCE_PRECISION);
-
-		// market 1: a second, unrelated perp liability
-		myMockUserAccount.perpPositions[1].marketIndex = 1;
-		myMockUserAccount.perpPositions[1].baseAssetAmount = BASE_PRECISION;
-
-		const user: User = await makeMockUser(
-			myMockPerpMarkets,
-			myMockSpotMarkets,
-			myMockUserAccount,
-			[1, 1, 1, 1, 1, 1, 1, 1],
-			[1, 1, 1, 1, 1, 1, 1, 1]
-		);
-
-		const calc = user.getMarginCalculation('Initial');
-		assert(
-			calc.withPerpIsolatedLiability,
-			'expected withPerpIsolatedLiability to be set'
-		);
-		assert(
-			calc.numPerpLiabilities === 2,
-			`expected 2 perp liabilities, got ${calc.numPerpLiabilities}`
-		);
-
-		const result = user.validateAnyIsolatedTierRequirements(calc);
-		assert(
-			!result.valid,
-			'expected isolated tier violation for a second perp liability'
-		);
-
-		// reduce-only users are exempt from the isolated-tier restriction
-		user.getUserAccountOrThrow().status |= UserStatus.REDUCE_ONLY;
-		const reduceOnlyResult = user.validateAnyIsolatedTierRequirements(calc);
-		assert(
-			reduceOnlyResult.valid,
-			'expected reduce-only user to bypass the isolated tier violation'
-		);
-	});
-});