@velocity-exchange/sdk 0.4.0 → 0.6.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +3 -3
- package/lib/browser/adminClient.d.ts +52 -0
- package/lib/browser/adminClient.js +97 -0
- package/lib/browser/config.js +6 -7
- package/lib/browser/constants/numericConstants.d.ts +1 -1
- package/lib/browser/constants/numericConstants.js +1 -1
- package/lib/browser/decode/user.js +5 -1
- package/lib/browser/idl/velocity.d.ts +191 -15
- package/lib/browser/idl/velocity.json +192 -16
- package/lib/browser/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/browser/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/browser/pyth/pythLazerSubscriber.js +37 -27
- package/lib/browser/types.d.ts +6 -0
- package/lib/browser/user.d.ts +20 -3
- package/lib/browser/user.js +52 -4
- package/lib/browser/velocityClient.d.ts +46 -10
- package/lib/browser/velocityClient.js +107 -35
- package/lib/node/adminClient.d.ts +52 -0
- package/lib/node/adminClient.d.ts.map +1 -1
- package/lib/node/adminClient.js +97 -0
- package/lib/node/config.d.ts.map +1 -1
- package/lib/node/config.js +6 -7
- package/lib/node/constants/numericConstants.d.ts +1 -1
- package/lib/node/constants/numericConstants.d.ts.map +1 -1
- package/lib/node/constants/numericConstants.js +1 -1
- package/lib/node/decode/user.d.ts.map +1 -1
- package/lib/node/decode/user.js +5 -1
- package/lib/node/idl/velocity.d.ts +191 -15
- package/lib/node/idl/velocity.d.ts.map +1 -1
- package/lib/node/idl/velocity.json +192 -16
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts +1 -0
- package/lib/node/orderSubscriber/OrderSubscriber.d.ts.map +1 -1
- package/lib/node/orderSubscriber/OrderSubscriber.js +10 -4
- package/lib/node/pyth/pythLazerSubscriber.d.ts.map +1 -1
- package/lib/node/pyth/pythLazerSubscriber.js +37 -27
- package/lib/node/types.d.ts +6 -0
- package/lib/node/types.d.ts.map +1 -1
- package/lib/node/user.d.ts +20 -3
- package/lib/node/user.d.ts.map +1 -1
- package/lib/node/user.js +52 -4
- package/lib/node/velocityClient.d.ts +46 -10
- package/lib/node/velocityClient.d.ts.map +1 -1
- package/lib/node/velocityClient.js +107 -35
- package/package.json +7 -3
- package/.prettierignore +0 -1
- package/CHANGELOG.md +0 -132
- package/build-browser.js +0 -58
- package/bunfig.toml +0 -3
- package/esbuild-shims.js +0 -12
- package/scripts/deposit-isolated-positions.ts +0 -110
- package/scripts/find-flagged-users.ts +0 -213
- package/scripts/grpc-client-test-comparison.ts +0 -372
- package/scripts/grpc-multiuser-client-test-comparison.ts +0 -158
- package/scripts/postbuild.js +0 -95
- package/scripts/single-grpc-client-test.ts +0 -284
- package/scripts/withdraw-isolated-positions.ts +0 -174
- package/src/accounts/README_WebSocketAccountSubscriberV2.md +0 -95
- package/src/accounts/README_WebSocketProgramAccountSubscriberV2.md +0 -135
- package/src/accounts/basicUserAccountSubscriber.ts +0 -79
- package/src/accounts/basicUserStatsAccountSubscriber.ts +0 -87
- package/src/accounts/bulkAccountLoader.ts +0 -358
- package/src/accounts/bulkUserStatsSubscription.ts +0 -40
- package/src/accounts/bulkUserSubscription.ts +0 -39
- package/src/accounts/customizedCadenceBulkAccountLoader.ts +0 -250
- package/src/accounts/fetch.ts +0 -200
- package/src/accounts/grpcAccountSubscriber.ts +0 -225
- package/src/accounts/grpcInsuranceFundStakeAccountSubscriber.ts +0 -73
- package/src/accounts/grpcMultiAccountSubscriber.ts +0 -566
- package/src/accounts/grpcMultiUserAccountSubscriber.ts +0 -328
- package/src/accounts/grpcProgramAccountSubscriber.ts +0 -264
- package/src/accounts/grpcUserAccountSubscriber.ts +0 -63
- package/src/accounts/grpcUserStatsAccountSubscriber.ts +0 -65
- package/src/accounts/grpcVelocityClientAccountSubscriber.ts +0 -257
- package/src/accounts/grpcVelocityClientAccountSubscriberV2.ts +0 -941
- package/src/accounts/laserProgramAccountSubscriber.ts +0 -266
- package/src/accounts/oneShotUserAccountSubscriber.ts +0 -88
- package/src/accounts/oneShotUserStatsAccountSubscriber.ts +0 -94
- package/src/accounts/pollingInsuranceFundStakeAccountSubscriber.ts +0 -223
- package/src/accounts/pollingOracleAccountSubscriber.ts +0 -151
- package/src/accounts/pollingTokenAccountSubscriber.ts +0 -147
- package/src/accounts/pollingUserAccountSubscriber.ts +0 -198
- package/src/accounts/pollingUserStatsAccountSubscriber.ts +0 -180
- package/src/accounts/pollingVelocityClientAccountSubscriber.ts +0 -774
- package/src/accounts/testBulkAccountLoader.ts +0 -59
- package/src/accounts/types.ts +0 -428
- package/src/accounts/utils.ts +0 -90
- package/src/accounts/webSocketAccountSubscriber.ts +0 -304
- package/src/accounts/webSocketAccountSubscriberV2.ts +0 -536
- package/src/accounts/webSocketInsuranceFundStakeAccountSubscriber.ts +0 -171
- package/src/accounts/webSocketProgramAccountSubscriber.ts +0 -244
- package/src/accounts/webSocketProgramAccountSubscriberV2.ts +0 -1048
- package/src/accounts/webSocketProgramAccountsSubscriberV2.ts +0 -1042
- package/src/accounts/webSocketUserAccountSubscriber.ts +0 -139
- package/src/accounts/webSocketUserStatsAccountSubsriber.ts +0 -131
- package/src/accounts/webSocketVelocityClientAccountSubscriber.ts +0 -865
- package/src/accounts/webSocketVelocityClientAccountSubscriberV2.ts +0 -897
- package/src/accounts/websocketProgramUserAccountSubscriber.ts +0 -127
- package/src/addresses/marketAddresses.ts +0 -28
- package/src/addresses/pda.ts +0 -620
- package/src/adminClient.ts +0 -8136
- package/src/assert/assert.ts +0 -5
- package/src/auctionSubscriber/auctionSubscriber.ts +0 -86
- package/src/auctionSubscriber/auctionSubscriberGrpc.ts +0 -99
- package/src/auctionSubscriber/index.ts +0 -9
- package/src/auctionSubscriber/types.ts +0 -30
- package/src/bankrun/bankrunConnection.ts +0 -630
- package/src/blockhashSubscriber/BlockhashSubscriber.ts +0 -160
- package/src/blockhashSubscriber/index.ts +0 -6
- package/src/blockhashSubscriber/types.ts +0 -13
- package/src/clock/clockSubscriber.ts +0 -146
- package/src/config.ts +0 -312
- package/src/constants/index.ts +0 -9
- package/src/constants/numericConstants.ts +0 -194
- package/src/constants/perpMarkets.ts +0 -127
- package/src/constants/spotMarkets.ts +0 -104
- package/src/constants/txConstants.ts +0 -2
- package/src/constituentMap/constituentMap.ts +0 -305
- package/src/constituentMap/pollingConstituentAccountSubscriber.ts +0 -99
- package/src/constituentMap/webSocketConstituentAccountSubscriber.ts +0 -121
- package/src/core/VelocityCore.ts +0 -606
- package/src/core/index.ts +0 -12
- package/src/core/instructions/deposit.ts +0 -64
- package/src/core/instructions/fill.ts +0 -51
- package/src/core/instructions/funding.ts +0 -33
- package/src/core/instructions/liquidation.ts +0 -55
- package/src/core/instructions/orders.ts +0 -84
- package/src/core/instructions/perpOrders.ts +0 -312
- package/src/core/instructions/settlement.ts +0 -40
- package/src/core/instructions/trigger.ts +0 -41
- package/src/core/instructions/withdraw.ts +0 -65
- package/src/core/remainingAccounts.ts +0 -320
- package/src/core/signedMsg.ts +0 -109
- package/src/decode/customCoder.ts +0 -148
- package/src/decode/user.ts +0 -401
- package/src/dlob/DLOB.ts +0 -2793
- package/src/dlob/DLOBNode.ts +0 -305
- package/src/dlob/DLOBSubscriber.ts +0 -269
- package/src/dlob/NodeList.ts +0 -244
- package/src/dlob/orderBookLevels.ts +0 -695
- package/src/dlob/types.ts +0 -37
- package/src/events/eventList.ts +0 -114
- package/src/events/eventSubscriber.ts +0 -521
- package/src/events/eventsServerLogProvider.ts +0 -189
- package/src/events/fetchLogs.ts +0 -219
- package/src/events/parse.ts +0 -271
- package/src/events/pollingLogProvider.ts +0 -113
- package/src/events/sort.ts +0 -51
- package/src/events/txEventCache.ts +0 -92
- package/src/events/types.ts +0 -337
- package/src/events/webSocketLogProvider.ts +0 -152
- package/src/factory/bigNum.ts +0 -709
- package/src/factory/oracleClient.ts +0 -73
- package/src/idl/pyth.json +0 -142
- package/src/idl/pyth.ts +0 -97
- package/src/idl/pyth_solana_receiver.json +0 -628
- package/src/idl/token_faucet.json +0 -229
- package/src/idl/token_faucet.ts +0 -197
- package/src/idl/velocity.json +0 -23974
- package/src/idl/velocity.ts +0 -23980
- package/src/index.ts +0 -150
- package/src/indicative-quotes/indicativeQuotesSender.ts +0 -233
- package/src/isomorphic/README.md +0 -19
- package/src/isomorphic/anchor.browser.ts +0 -44
- package/src/isomorphic/anchor.node.ts +0 -1
- package/src/isomorphic/anchor.ts +0 -1
- package/src/isomorphic/anchor29.browser.ts +0 -24
- package/src/isomorphic/anchor29.node.ts +0 -1
- package/src/isomorphic/anchor29.ts +0 -1
- package/src/isomorphic/grpc.browser.ts +0 -4
- package/src/isomorphic/grpc.node.ts +0 -130
- package/src/isomorphic/grpc.ts +0 -1
- package/src/jupiter/jupiterClient.ts +0 -502
- package/src/keypair.ts +0 -32
- package/src/margin/README.md +0 -138
- package/src/marginCalculation.ts +0 -407
- package/src/marinade/idl/idl.json +0 -1962
- package/src/marinade/index.ts +0 -73
- package/src/marinade/types.ts +0 -3925
- package/src/math/amm.ts +0 -1758
- package/src/math/auction.ts +0 -480
- package/src/math/bankruptcy.ts +0 -138
- package/src/math/builder.ts +0 -130
- package/src/math/conversion.ts +0 -45
- package/src/math/exchangeStatus.ts +0 -261
- package/src/math/funding.ts +0 -498
- package/src/math/insurance.ts +0 -171
- package/src/math/liquidation.ts +0 -433
- package/src/math/margin.ts +0 -327
- package/src/math/market.ts +0 -487
- package/src/math/oracles.ts +0 -477
- package/src/math/orders.ts +0 -500
- package/src/math/position.ts +0 -381
- package/src/math/repeg.ts +0 -223
- package/src/math/spotBalance.ts +0 -996
- package/src/math/spotMarket.ts +0 -115
- package/src/math/spotPosition.ts +0 -263
- package/src/math/state.ts +0 -71
- package/src/math/superStake.ts +0 -602
- package/src/math/tiers.ts +0 -73
- package/src/math/trade.ts +0 -879
- package/src/math/utils.ts +0 -183
- package/src/memcmp.ts +0 -279
- package/src/oracles/oracleClientCache.ts +0 -41
- package/src/oracles/oracleId.ts +0 -99
- package/src/oracles/prelaunchOracleClient.ts +0 -63
- package/src/oracles/pythClient.ts +0 -125
- package/src/oracles/pythLazerClient.ts +0 -141
- package/src/oracles/quoteAssetOracleClient.ts +0 -43
- package/src/oracles/strictOraclePrice.ts +0 -40
- package/src/oracles/types.ts +0 -82
- package/src/oracles/utils.ts +0 -45
- package/src/orderParams.ts +0 -117
- package/src/orderSubscriber/OrderSubscriber.ts +0 -378
- package/src/orderSubscriber/PollingSubscription.ts +0 -50
- package/src/orderSubscriber/WebsocketSubscription.ts +0 -137
- package/src/orderSubscriber/grpcSubscription.ts +0 -155
- package/src/orderSubscriber/index.ts +0 -7
- package/src/orderSubscriber/types.ts +0 -64
- package/src/priorityFee/averageOverSlotsStrategy.ts +0 -17
- package/src/priorityFee/averageStrategy.ts +0 -13
- package/src/priorityFee/ewmaStrategy.ts +0 -51
- package/src/priorityFee/heliusPriorityFeeMethod.ts +0 -68
- package/src/priorityFee/index.ts +0 -16
- package/src/priorityFee/maxOverSlotsStrategy.ts +0 -18
- package/src/priorityFee/maxStrategy.ts +0 -8
- package/src/priorityFee/priorityFeeSubscriber.ts +0 -328
- package/src/priorityFee/priorityFeeSubscriberMap.ts +0 -134
- package/src/priorityFee/solanaPriorityFeeMethod.ts +0 -46
- package/src/priorityFee/types.ts +0 -82
- package/src/priorityFee/velocityPriorityFeeMethod.ts +0 -53
- package/src/pyth/constants.ts +0 -9
- package/src/pyth/index.ts +0 -15
- package/src/pyth/pythLazerSubscriber.ts +0 -365
- package/src/pyth/types.ts +0 -4451
- package/src/pyth/utils.ts +0 -13
- package/src/slot/SlotSubscriber.ts +0 -126
- package/src/slot/SlothashSubscriber.ts +0 -163
- package/src/swap/UnifiedSwapClient.ts +0 -315
- package/src/swift/grpcSignedMsgUserAccountSubscriber.ts +0 -81
- package/src/swift/index.ts +0 -10
- package/src/swift/signedMsgUserAccountSubscriber.ts +0 -251
- package/src/swift/swiftOrderSubscriber.ts +0 -351
- package/src/testClient.ts +0 -42
- package/src/titan/titanClient.ts +0 -438
- package/src/token/index.ts +0 -13
- package/src/tokenFaucet.ts +0 -296
- package/src/tx/baseTxSender.ts +0 -651
- package/src/tx/blockhashFetcher/baseBlockhashFetcher.ts +0 -31
- package/src/tx/blockhashFetcher/cachedBlockhashFetcher.ts +0 -105
- package/src/tx/blockhashFetcher/types.ts +0 -9
- package/src/tx/fastSingleTxSender.ts +0 -200
- package/src/tx/forwardOnlyTxSender.ts +0 -193
- package/src/tx/priorityFeeCalculator.ts +0 -117
- package/src/tx/reportTransactionError.ts +0 -176
- package/src/tx/retryTxSender.ts +0 -177
- package/src/tx/txHandler.ts +0 -1009
- package/src/tx/txParamProcessor.ts +0 -225
- package/src/tx/types.ts +0 -117
- package/src/tx/utils.ts +0 -133
- package/src/tx/whileValidTxSender.ts +0 -377
- package/src/types.ts +0 -2575
- package/src/user.ts +0 -5316
- package/src/userConfig.ts +0 -38
- package/src/userMap/PollingSubscription.ts +0 -61
- package/src/userMap/WebsocketSubscription.ts +0 -93
- package/src/userMap/grpcSubscription.ts +0 -93
- package/src/userMap/referrerMap.ts +0 -360
- package/src/userMap/revenueShareEscrowMap.ts +0 -342
- package/src/userMap/userMap.ts +0 -784
- package/src/userMap/userMapConfig.ts +0 -82
- package/src/userMap/userStatsMap.ts +0 -393
- package/src/userName.ts +0 -37
- package/src/userStats.ts +0 -159
- package/src/userStatsConfig.ts +0 -35
- package/src/util/TransactionConfirmationManager.ts +0 -333
- package/src/util/chainClock.ts +0 -65
- package/src/util/computeUnits.ts +0 -101
- package/src/util/digest.ts +0 -33
- package/src/util/ed25519Utils.ts +0 -95
- package/src/util/promiseTimeout.ts +0 -23
- package/src/velocityClient.ts +0 -14802
- package/src/velocityClientConfig.ts +0 -119
- package/src/wallet.ts +0 -91
- package/tests/VelocityCore/builder_escrow.test.ts +0 -121
- package/tests/VelocityCore/decode.test.ts +0 -16
- package/tests/VelocityCore/fill_trigger.test.ts +0 -73
- package/tests/VelocityCore/instructions.test.ts +0 -46
- package/tests/VelocityCore/pdas.test.ts +0 -30
- package/tests/VelocityCore/perp_orders.test.ts +0 -205
- package/tests/VelocityCore/remainingAccounts.test.ts +0 -72
- package/tests/VelocityCore/settlement_liquidation.test.ts +0 -69
- package/tests/accounts/customizedCadenceBulkAccountLoader.test.ts +0 -211
- package/tests/amm/test.ts +0 -2402
- package/tests/auctions/test.ts +0 -81
- package/tests/bn/test.ts +0 -355
- package/tests/builder/builderFee.test.ts +0 -42
- package/tests/ci/verifyConstants.ts +0 -393
- package/tests/decode/test.ts +0 -262
- package/tests/decode/userAccountBufferStrings.ts +0 -102
- package/tests/dlob/helpers.ts +0 -748
- package/tests/dlob/test.ts +0 -6969
- package/tests/dlob/tickSizeStandardization.ts +0 -545
- package/tests/events/parseLogsForCuUsage.ts +0 -139
- package/tests/exchangeStatus/test.ts +0 -45
- package/tests/insurance/test.ts +0 -40
- package/tests/liquidation/test.ts +0 -125
- package/tests/oracles/mmOracleGate.test.ts +0 -379
- package/tests/oracles/pythPegSnap.test.ts +0 -76
- package/tests/sdkParity/enumParity.test.ts +0 -84
- package/tests/sdkParity/marginCategoryFill.test.ts +0 -143
- package/tests/sdkParity/memcmpOffsets.test.ts +0 -139
- package/tests/spot/test.ts +0 -281
- package/tests/tx/TransactionConfirmationManager.test.ts +0 -312
- package/tests/tx/cachedBlockhashFetcher.test.ts +0 -96
- package/tests/tx/priorityFeeCalculator.ts +0 -77
- package/tests/tx/priorityFeeStrategy.ts +0 -95
- package/tests/user/bankruptcy.ts +0 -165
- package/tests/user/feeAndWithdrawLimits.ts +0 -284
- package/tests/user/getMarginCalculation.ts +0 -586
- package/tests/user/helpers.ts +0 -184
- package/tests/user/liquidations.ts +0 -129
- package/tests/user/marginCalculations.test.ts +0 -321
- package/tests/user/test.ts +0 -833
- package/tsconfig.browser.json +0 -18
- package/tsconfig.json +0 -36
package/tests/user/helpers.ts
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import { PublicKey } from '@solana/web3.js';
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nextLiquidationId: 0,
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nextOrderId: 0,
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maxMarginRatio: 0,
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settledPerpPnl: ZERO,
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totalDeposits: ZERO,
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totalWithdraws: ZERO,
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totalSocialLoss: ZERO,
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cumulativePerpFunding: ZERO,
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cumulativeSpotFees: ZERO,
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liquidationMarginFreed: ZERO,
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lastActiveSlot: ZERO,
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isMarginTradingEnabled: true,
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idle: false,
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openOrders: 0,
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hasOpenOrder: false,
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openAuctions: 0,
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hasOpenAuction: false,
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poolId: 0,
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specialUserStatus: 0,
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};
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|
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|
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export async function makeMockUser(
|
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myMockPerpMarkets: Array<PerpMarketAccount>,
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myMockSpotMarkets: Array<SpotMarketAccount>,
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myMockUserAccount: UserAccount,
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perpOraclePriceList: number[],
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spotOraclePriceList: number[]
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): Promise<User> {
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const umap = new MockUserMap();
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const mockUser: User = await umap.mustGet('1');
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mockUser._isSubscribed = true;
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mockUser.velocityClient._isSubscribed = true;
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mockUser.velocityClient.accountSubscriber.isSubscribed = true;
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const getStateAccount = () =>
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({
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data: {
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liquidationMarginBufferRatio: 1000,
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},
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slot: 0,
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}) as any;
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mockUser.velocityClient.getStateAccount = getStateAccount;
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const oraclePriceMap: Record<string, number> = {};
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for (let i = 0; i < myMockPerpMarkets.length; i++) {
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oraclePriceMap[myMockPerpMarkets[i].oracle.toString()] =
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perpOraclePriceList[i] ?? 1;
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}
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for (let i = 0; i < myMockSpotMarkets.length; i++) {
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oraclePriceMap[myMockSpotMarkets[i].oracle.toString()] =
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spotOraclePriceList[i] ?? 1;
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}
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function getMockUserAccount(): UserAccount {
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return myMockUserAccount;
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}
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function getMockPerpMarket(marketIndex: number): PerpMarketAccount {
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return myMockPerpMarkets[marketIndex];
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}
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function getMockSpotMarket(marketIndex: number): SpotMarketAccount {
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return myMockSpotMarkets[marketIndex];
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}
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|
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function getMockOracle(oracleKey: PublicKey) {
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const data: OraclePriceData = {
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price: new BN(
|
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(oraclePriceMap[oracleKey.toString()] ?? 1) * PRICE_PRECISION.toNumber()
|
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|
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),
|
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slot: new BN(0),
|
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|
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confidence: new BN(1),
|
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|
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hasSufficientNumberOfDataPoints: true,
|
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|
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};
|
|
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|
-
return { data, slot: 0 };
|
|
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|
-
}
|
|
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|
-
function getOracleDataForPerpMarket(marketIndex: number) {
|
|
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|
-
const oracle = getMockPerpMarket(marketIndex).oracle;
|
|
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|
-
return getMockOracle(oracle).data;
|
|
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|
-
}
|
|
154
|
-
function getOracleDataForSpotMarket(marketIndex: number) {
|
|
155
|
-
const oracle = getMockSpotMarket(marketIndex).oracle;
|
|
156
|
-
return getMockOracle(oracle).data;
|
|
157
|
-
}
|
|
158
|
-
|
|
159
|
-
function getMMOracleDataForPerpMarket(
|
|
160
|
-
marketIndex: number
|
|
161
|
-
): MMOraclePriceData {
|
|
162
|
-
const oracle = getMockPerpMarket(marketIndex).oracle;
|
|
163
|
-
return {
|
|
164
|
-
price: getMockOracle(oracle).data.price,
|
|
165
|
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slot: getMockOracle(oracle).data.slot,
|
|
166
|
-
confidence: getMockOracle(oracle).data.confidence,
|
|
167
|
-
hasSufficientNumberOfDataPoints:
|
|
168
|
-
getMockOracle(oracle).data.hasSufficientNumberOfDataPoints,
|
|
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|
-
isMMOracleActive: true,
|
|
170
|
-
};
|
|
171
|
-
}
|
|
172
|
-
|
|
173
|
-
mockUser.getUserAccount = getMockUserAccount;
|
|
174
|
-
mockUser.velocityClient.getPerpMarketAccount = getMockPerpMarket as any;
|
|
175
|
-
mockUser.velocityClient.getSpotMarketAccount = getMockSpotMarket as any;
|
|
176
|
-
mockUser.velocityClient.getOraclePriceDataAndSlot = getMockOracle as any;
|
|
177
|
-
mockUser.velocityClient.getOracleDataForPerpMarket =
|
|
178
|
-
getOracleDataForPerpMarket as any;
|
|
179
|
-
mockUser.velocityClient.getOracleDataForSpotMarket =
|
|
180
|
-
getOracleDataForSpotMarket as any;
|
|
181
|
-
mockUser.velocityClient.getMMOracleDataForPerpMarket =
|
|
182
|
-
getMMOracleDataForPerpMarket as any;
|
|
183
|
-
return mockUser;
|
|
184
|
-
}
|
|
@@ -1,129 +0,0 @@
|
|
|
1
|
-
import { assert } from 'chai';
|
|
2
|
-
import _ from 'lodash';
|
|
3
|
-
import { SpotBalanceType, PositionFlag } from '../../src/types';
|
|
4
|
-
import {
|
|
5
|
-
BASE_PRECISION,
|
|
6
|
-
QUOTE_PRECISION,
|
|
7
|
-
SPOT_MARKET_BALANCE_PRECISION,
|
|
8
|
-
} from '../../src/constants/numericConstants';
|
|
9
|
-
import { BN } from '../../src';
|
|
10
|
-
import { mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
|
|
11
|
-
import {
|
|
12
|
-
mockUserAccount as baseMockUserAccount,
|
|
13
|
-
makeMockUser,
|
|
14
|
-
} from './helpers';
|
|
15
|
-
|
|
16
|
-
// Helper for easy async test creation
|
|
17
|
-
async function makeUserWithAccount(
|
|
18
|
-
account,
|
|
19
|
-
perpOraclePrices: number[],
|
|
20
|
-
spotOraclePrices: number[]
|
|
21
|
-
) {
|
|
22
|
-
const user = await makeMockUser(
|
|
23
|
-
_.cloneDeep(mockPerpMarkets),
|
|
24
|
-
_.cloneDeep(mockSpotMarkets),
|
|
25
|
-
account,
|
|
26
|
-
perpOraclePrices,
|
|
27
|
-
spotOraclePrices
|
|
28
|
-
);
|
|
29
|
-
return user;
|
|
30
|
-
}
|
|
31
|
-
|
|
32
|
-
describe('User.getLiquidationStatuses', () => {
|
|
33
|
-
it('isolated account: healthy, then becomes liquidatable on IM', async () => {
|
|
34
|
-
const isoAccount = _.cloneDeep(baseMockUserAccount);
|
|
35
|
-
|
|
36
|
-
// put full isolated perp position in the first market (marketIndex 0 = KEN)
|
|
37
|
-
isoAccount.perpPositions[0].baseAssetAmount = new BN(100).mul(
|
|
38
|
-
BASE_PRECISION
|
|
39
|
-
);
|
|
40
|
-
isoAccount.perpPositions[0].quoteAssetAmount = new BN(100).mul(
|
|
41
|
-
QUOTE_PRECISION
|
|
42
|
-
);
|
|
43
|
-
isoAccount.perpPositions[0].positionFlag = PositionFlag.IsolatedPosition;
|
|
44
|
-
isoAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
45
|
-
1000
|
|
46
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
47
|
-
|
|
48
|
-
// enough deposit for margin
|
|
49
|
-
isoAccount.spotPositions[0].marketIndex = 0;
|
|
50
|
-
isoAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
51
|
-
isoAccount.spotPositions[0].scaledBalance = new BN(10000).mul(
|
|
52
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
53
|
-
);
|
|
54
|
-
|
|
55
|
-
const user = await makeUserWithAccount(
|
|
56
|
-
isoAccount,
|
|
57
|
-
[100, 1, 1, 1, 1, 1, 1, 1],
|
|
58
|
-
[1, 100, 1, 1, 1, 1, 1, 1]
|
|
59
|
-
);
|
|
60
|
-
|
|
61
|
-
let statuses = user.getLiquidationStatuses();
|
|
62
|
-
// Isolated position is not liquidatable
|
|
63
|
-
const cross1 = statuses.get('cross');
|
|
64
|
-
const iso0_1 = statuses.get(0);
|
|
65
|
-
assert.equal(iso0_1?.canBeLiquidated, false);
|
|
66
|
-
assert.equal(cross1?.canBeLiquidated, false);
|
|
67
|
-
|
|
68
|
-
// Lower spot deposit to make isolated margin not enough for IM (but still above MM)
|
|
69
|
-
isoAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(1).mul(
|
|
70
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
71
|
-
);
|
|
72
|
-
|
|
73
|
-
const underfundedUser = await makeUserWithAccount(
|
|
74
|
-
isoAccount,
|
|
75
|
-
[100, 1, 1, 1, 1, 1, 1, 1],
|
|
76
|
-
[1, 100, 1, 1, 1, 1, 1, 1]
|
|
77
|
-
);
|
|
78
|
-
|
|
79
|
-
statuses = underfundedUser.getLiquidationStatuses();
|
|
80
|
-
const cross2 = statuses.get('cross');
|
|
81
|
-
const iso0_2 = statuses.get(0);
|
|
82
|
-
assert.equal(iso0_2?.canBeLiquidated, true);
|
|
83
|
-
assert.equal(cross2?.canBeLiquidated, false);
|
|
84
|
-
});
|
|
85
|
-
|
|
86
|
-
it('isolated position becomes fully bankrupt (both margin requirements breached)', async () => {
|
|
87
|
-
const bankruptAccount = _.cloneDeep(baseMockUserAccount);
|
|
88
|
-
|
|
89
|
-
bankruptAccount.perpPositions[0].baseAssetAmount = new BN(100).mul(
|
|
90
|
-
BASE_PRECISION
|
|
91
|
-
);
|
|
92
|
-
bankruptAccount.perpPositions[0].quoteAssetAmount = new BN(-14000).mul(
|
|
93
|
-
QUOTE_PRECISION
|
|
94
|
-
);
|
|
95
|
-
bankruptAccount.perpPositions[0].positionFlag =
|
|
96
|
-
PositionFlag.IsolatedPosition;
|
|
97
|
-
bankruptAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
98
|
-
100
|
|
99
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
100
|
-
|
|
101
|
-
bankruptAccount.spotPositions[0].marketIndex = 0;
|
|
102
|
-
bankruptAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
103
|
-
bankruptAccount.spotPositions[0].scaledBalance = new BN(1000).mul(
|
|
104
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
105
|
-
);
|
|
106
|
-
|
|
107
|
-
const user = await makeUserWithAccount(
|
|
108
|
-
bankruptAccount,
|
|
109
|
-
[100, 1, 1, 1, 1, 1, 1, 1],
|
|
110
|
-
[1, 100, 1, 1, 1, 1, 1, 1]
|
|
111
|
-
);
|
|
112
|
-
|
|
113
|
-
const statuses = user.getLiquidationStatuses();
|
|
114
|
-
const cross = statuses.get('cross');
|
|
115
|
-
const iso0 = statuses.get(0);
|
|
116
|
-
assert.equal(
|
|
117
|
-
iso0?.canBeLiquidated,
|
|
118
|
-
true,
|
|
119
|
-
'isolated position 0 should be liquidatable'
|
|
120
|
-
);
|
|
121
|
-
// Breaches maintenance requirement if MR > total collateral
|
|
122
|
-
assert.ok(iso0 && iso0.marginRequirement.gt(iso0.totalCollateral));
|
|
123
|
-
assert.equal(
|
|
124
|
-
cross?.canBeLiquidated,
|
|
125
|
-
false,
|
|
126
|
-
'cross margin should not be liquidatable'
|
|
127
|
-
);
|
|
128
|
-
});
|
|
129
|
-
});
|
|
@@ -1,321 +0,0 @@
|
|
|
1
|
-
import {
|
|
2
|
-
BN,
|
|
3
|
-
BASE_PRECISION,
|
|
4
|
-
QUOTE_PRECISION,
|
|
5
|
-
SPOT_MARKET_BALANCE_PRECISION,
|
|
6
|
-
PositionFlag,
|
|
7
|
-
SpotBalanceType,
|
|
8
|
-
ZERO,
|
|
9
|
-
} from '../../src';
|
|
10
|
-
import { assert } from '../../src/assert/assert';
|
|
11
|
-
import { mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
|
|
12
|
-
import {
|
|
13
|
-
mockUserAccount,
|
|
14
|
-
makeMockUser as makeMockUserFromHelpers,
|
|
15
|
-
} from './helpers';
|
|
16
|
-
import * as _ from 'lodash';
|
|
17
|
-
|
|
18
|
-
const DEFAULT_ORACLES = [1, 1, 1, 1, 1, 1, 1, 1];
|
|
19
|
-
|
|
20
|
-
describe('User margin calculations', () => {
|
|
21
|
-
describe('cross collateral', () => {
|
|
22
|
-
it('getTotalCollateral for USDC-only account matches expected value', async () => {
|
|
23
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
24
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
25
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
26
|
-
|
|
27
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
28
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
29
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(10_000).mul(
|
|
30
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
31
|
-
);
|
|
32
|
-
|
|
33
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
34
|
-
myMockPerpMarkets,
|
|
35
|
-
myMockSpotMarkets,
|
|
36
|
-
myMockUserAccount,
|
|
37
|
-
DEFAULT_ORACLES,
|
|
38
|
-
DEFAULT_ORACLES
|
|
39
|
-
);
|
|
40
|
-
|
|
41
|
-
const expectedValue = new BN(10_000).mul(QUOTE_PRECISION);
|
|
42
|
-
assert(mockUser.getTotalCollateral('Initial').eq(expectedValue));
|
|
43
|
-
assert(mockUser.getTotalCollateral('Maintenance').eq(expectedValue));
|
|
44
|
-
});
|
|
45
|
-
|
|
46
|
-
it('getInitialMarginRequirement is greater than or equal to maintenance', async () => {
|
|
47
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
48
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
49
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
50
|
-
|
|
51
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
52
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
53
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
54
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
55
|
-
);
|
|
56
|
-
|
|
57
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
58
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
59
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount =
|
|
60
|
-
QUOTE_PRECISION.neg();
|
|
61
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount =
|
|
62
|
-
QUOTE_PRECISION.neg();
|
|
63
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
64
|
-
QUOTE_PRECISION.neg();
|
|
65
|
-
|
|
66
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
67
|
-
myMockPerpMarkets,
|
|
68
|
-
myMockSpotMarkets,
|
|
69
|
-
myMockUserAccount,
|
|
70
|
-
DEFAULT_ORACLES,
|
|
71
|
-
DEFAULT_ORACLES
|
|
72
|
-
);
|
|
73
|
-
|
|
74
|
-
const initialMarginRequirement = mockUser.getInitialMarginRequirement();
|
|
75
|
-
const maintenanceMarginRequirement =
|
|
76
|
-
mockUser.getMaintenanceMarginRequirement();
|
|
77
|
-
assert(initialMarginRequirement.gte(maintenanceMarginRequirement));
|
|
78
|
-
assert(maintenanceMarginRequirement.gt(ZERO));
|
|
79
|
-
});
|
|
80
|
-
|
|
81
|
-
it('getFreeCollateral is positive for solvent cross account', async () => {
|
|
82
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
83
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
84
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
85
|
-
|
|
86
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
87
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
88
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(10_000).mul(
|
|
89
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
90
|
-
);
|
|
91
|
-
|
|
92
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
93
|
-
myMockPerpMarkets,
|
|
94
|
-
myMockSpotMarkets,
|
|
95
|
-
myMockUserAccount,
|
|
96
|
-
DEFAULT_ORACLES,
|
|
97
|
-
DEFAULT_ORACLES
|
|
98
|
-
);
|
|
99
|
-
|
|
100
|
-
assert(mockUser.getFreeCollateral('Initial').gt(ZERO));
|
|
101
|
-
});
|
|
102
|
-
|
|
103
|
-
it('getFreeCollateral is zero for undercollateralized account', async () => {
|
|
104
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
105
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
106
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
107
|
-
|
|
108
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
109
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(20).mul(
|
|
110
|
-
BASE_PRECISION
|
|
111
|
-
);
|
|
112
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(10)
|
|
113
|
-
.mul(QUOTE_PRECISION)
|
|
114
|
-
.neg();
|
|
115
|
-
|
|
116
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
117
|
-
myMockPerpMarkets,
|
|
118
|
-
myMockSpotMarkets,
|
|
119
|
-
myMockUserAccount,
|
|
120
|
-
DEFAULT_ORACLES,
|
|
121
|
-
DEFAULT_ORACLES
|
|
122
|
-
);
|
|
123
|
-
|
|
124
|
-
assert(mockUser.getFreeCollateral('Initial').eq(ZERO));
|
|
125
|
-
});
|
|
126
|
-
});
|
|
127
|
-
|
|
128
|
-
describe('isolated collateral', () => {
|
|
129
|
-
it('cross total collateral excludes isolated deposits', async () => {
|
|
130
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
131
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
132
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
133
|
-
|
|
134
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
135
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
136
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
137
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
138
|
-
);
|
|
139
|
-
|
|
140
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
141
|
-
myMockUserAccount.perpPositions[0].positionFlag =
|
|
142
|
-
PositionFlag.IsolatedPosition;
|
|
143
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
144
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount =
|
|
145
|
-
QUOTE_PRECISION.neg();
|
|
146
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount =
|
|
147
|
-
QUOTE_PRECISION.neg();
|
|
148
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
149
|
-
QUOTE_PRECISION.neg();
|
|
150
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
151
|
-
100
|
|
152
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
153
|
-
|
|
154
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
155
|
-
myMockPerpMarkets,
|
|
156
|
-
myMockSpotMarkets,
|
|
157
|
-
myMockUserAccount,
|
|
158
|
-
DEFAULT_ORACLES,
|
|
159
|
-
DEFAULT_ORACLES
|
|
160
|
-
);
|
|
161
|
-
|
|
162
|
-
const crossTotalCollateral = mockUser.getTotalCollateral('Initial');
|
|
163
|
-
assert(crossTotalCollateral.eq(new BN(200).mul(QUOTE_PRECISION)));
|
|
164
|
-
});
|
|
165
|
-
|
|
166
|
-
it('getTotalCollateral with perpMarketIndex returns isolated collateral bucket', async () => {
|
|
167
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
168
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
169
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
170
|
-
|
|
171
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
172
|
-
myMockUserAccount.perpPositions[0].positionFlag =
|
|
173
|
-
PositionFlag.IsolatedPosition;
|
|
174
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
175
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount =
|
|
176
|
-
QUOTE_PRECISION.neg();
|
|
177
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount =
|
|
178
|
-
QUOTE_PRECISION.neg();
|
|
179
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
180
|
-
QUOTE_PRECISION.neg();
|
|
181
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
182
|
-
100
|
|
183
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
184
|
-
|
|
185
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
186
|
-
myMockPerpMarkets,
|
|
187
|
-
myMockSpotMarkets,
|
|
188
|
-
myMockUserAccount,
|
|
189
|
-
DEFAULT_ORACLES,
|
|
190
|
-
DEFAULT_ORACLES
|
|
191
|
-
);
|
|
192
|
-
|
|
193
|
-
const isolatedCollateral = mockUser.getTotalCollateral(
|
|
194
|
-
'Maintenance',
|
|
195
|
-
false,
|
|
196
|
-
true,
|
|
197
|
-
undefined,
|
|
198
|
-
0
|
|
199
|
-
);
|
|
200
|
-
assert(isolatedCollateral.eq(new BN(100).mul(QUOTE_PRECISION)));
|
|
201
|
-
});
|
|
202
|
-
|
|
203
|
-
it('getFreeCollateral with perpMarketIndex reads isolated free collateral', async () => {
|
|
204
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
205
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
206
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
207
|
-
|
|
208
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
209
|
-
myMockUserAccount.perpPositions[0].positionFlag =
|
|
210
|
-
PositionFlag.IsolatedPosition;
|
|
211
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
212
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount =
|
|
213
|
-
QUOTE_PRECISION.neg();
|
|
214
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount =
|
|
215
|
-
QUOTE_PRECISION.neg();
|
|
216
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
217
|
-
QUOTE_PRECISION.neg();
|
|
218
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
219
|
-
100
|
|
220
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
221
|
-
|
|
222
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
223
|
-
myMockPerpMarkets,
|
|
224
|
-
myMockSpotMarkets,
|
|
225
|
-
myMockUserAccount,
|
|
226
|
-
DEFAULT_ORACLES,
|
|
227
|
-
DEFAULT_ORACLES
|
|
228
|
-
);
|
|
229
|
-
|
|
230
|
-
assert(mockUser.getFreeCollateral('Initial', 0).gt(ZERO));
|
|
231
|
-
assert(mockUser.getFreeCollateral('Initial', 5).eq(ZERO));
|
|
232
|
-
});
|
|
233
|
-
});
|
|
234
|
-
|
|
235
|
-
describe('liquidationPrice', () => {
|
|
236
|
-
it('cross liquidationPrice returns a valid value for active position', async () => {
|
|
237
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
238
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
239
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
240
|
-
myMockPerpMarkets[0].orderStepSize = BASE_PRECISION;
|
|
241
|
-
|
|
242
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
243
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
244
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(2).mul(
|
|
245
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
246
|
-
);
|
|
247
|
-
|
|
248
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
249
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(10).mul(
|
|
250
|
-
BASE_PRECISION
|
|
251
|
-
);
|
|
252
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(10)
|
|
253
|
-
.mul(QUOTE_PRECISION)
|
|
254
|
-
.neg();
|
|
255
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = new BN(10)
|
|
256
|
-
.mul(QUOTE_PRECISION)
|
|
257
|
-
.neg();
|
|
258
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount = new BN(10)
|
|
259
|
-
.mul(QUOTE_PRECISION)
|
|
260
|
-
.neg();
|
|
261
|
-
|
|
262
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
263
|
-
myMockPerpMarkets,
|
|
264
|
-
myMockSpotMarkets,
|
|
265
|
-
myMockUserAccount,
|
|
266
|
-
DEFAULT_ORACLES,
|
|
267
|
-
DEFAULT_ORACLES
|
|
268
|
-
);
|
|
269
|
-
|
|
270
|
-
const liqPrice = mockUser.liquidationPrice(0);
|
|
271
|
-
assert(liqPrice.gte(ZERO));
|
|
272
|
-
assert(!liqPrice.eq(new BN(-1)));
|
|
273
|
-
});
|
|
274
|
-
|
|
275
|
-
it('isolated liquidationPrice returns a valid value for isolated position', async () => {
|
|
276
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
277
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
278
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
279
|
-
myMockPerpMarkets[0].orderStepSize = BASE_PRECISION;
|
|
280
|
-
|
|
281
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
282
|
-
myMockUserAccount.perpPositions[0].positionFlag =
|
|
283
|
-
PositionFlag.IsolatedPosition;
|
|
284
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(10).mul(
|
|
285
|
-
BASE_PRECISION
|
|
286
|
-
);
|
|
287
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(10)
|
|
288
|
-
.mul(QUOTE_PRECISION)
|
|
289
|
-
.neg();
|
|
290
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = new BN(10)
|
|
291
|
-
.mul(QUOTE_PRECISION)
|
|
292
|
-
.neg();
|
|
293
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount = new BN(10)
|
|
294
|
-
.mul(QUOTE_PRECISION)
|
|
295
|
-
.neg();
|
|
296
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
297
|
-
2
|
|
298
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
299
|
-
|
|
300
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
301
|
-
myMockPerpMarkets,
|
|
302
|
-
myMockSpotMarkets,
|
|
303
|
-
myMockUserAccount,
|
|
304
|
-
DEFAULT_ORACLES,
|
|
305
|
-
DEFAULT_ORACLES
|
|
306
|
-
);
|
|
307
|
-
|
|
308
|
-
const liqPrice = mockUser.liquidationPrice(
|
|
309
|
-
0,
|
|
310
|
-
ZERO,
|
|
311
|
-
ZERO,
|
|
312
|
-
'Maintenance',
|
|
313
|
-
false,
|
|
314
|
-
ZERO,
|
|
315
|
-
'Isolated'
|
|
316
|
-
);
|
|
317
|
-
assert(liqPrice.gte(ZERO));
|
|
318
|
-
assert(!liqPrice.eq(new BN(-1)));
|
|
319
|
-
});
|
|
320
|
-
});
|
|
321
|
-
});
|