@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/test.ts
DELETED
|
@@ -1,833 +0,0 @@
|
|
|
1
|
-
import {
|
|
2
|
-
BN,
|
|
3
|
-
ZERO,
|
|
4
|
-
User,
|
|
5
|
-
UserAccount,
|
|
6
|
-
PublicKey,
|
|
7
|
-
PerpMarketAccount,
|
|
8
|
-
SpotMarketAccount,
|
|
9
|
-
PRICE_PRECISION,
|
|
10
|
-
OraclePriceData,
|
|
11
|
-
MMOraclePriceData,
|
|
12
|
-
BASE_PRECISION,
|
|
13
|
-
QUOTE_PRECISION,
|
|
14
|
-
calculatePositionPNL,
|
|
15
|
-
SPOT_MARKET_BALANCE_PRECISION,
|
|
16
|
-
getWorstCaseTokenAmounts,
|
|
17
|
-
StrictOraclePrice,
|
|
18
|
-
LAMPORTS_PRECISION,
|
|
19
|
-
SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
20
|
-
SpotBalanceType,
|
|
21
|
-
MARGIN_PRECISION,
|
|
22
|
-
getSpotAssetValue,
|
|
23
|
-
} from '../../src';
|
|
24
|
-
import { MockUserMap, mockPerpMarkets, mockSpotMarkets } from '../dlob/helpers';
|
|
25
|
-
import { assert } from '../../src/assert/assert';
|
|
26
|
-
import {
|
|
27
|
-
mockUserAccount,
|
|
28
|
-
makeMockUser as makeMockUserFromHelpers,
|
|
29
|
-
} from './helpers';
|
|
30
|
-
import * as _ from 'lodash';
|
|
31
|
-
|
|
32
|
-
async function makeMockUser(
|
|
33
|
-
myMockPerpMarkets,
|
|
34
|
-
myMockSpotMarkets,
|
|
35
|
-
myMockUserAccount,
|
|
36
|
-
perpOraclePriceList,
|
|
37
|
-
spotOraclePriceList
|
|
38
|
-
): Promise<User> {
|
|
39
|
-
const umap = new MockUserMap();
|
|
40
|
-
const mockUser: User = await umap.mustGet('1');
|
|
41
|
-
mockUser._isSubscribed = true;
|
|
42
|
-
mockUser.velocityClient._isSubscribed = true;
|
|
43
|
-
mockUser.velocityClient.accountSubscriber.isSubscribed = true;
|
|
44
|
-
|
|
45
|
-
const oraclePriceMap = {};
|
|
46
|
-
// console.log(perpOraclePriceList, myMockPerpMarkets.length);
|
|
47
|
-
// console.log(spotOraclePriceList, myMockSpotMarkets.length);
|
|
48
|
-
|
|
49
|
-
for (let i = 0; i < myMockPerpMarkets.length; i++) {
|
|
50
|
-
oraclePriceMap[myMockPerpMarkets[i].oracle.toString()] =
|
|
51
|
-
perpOraclePriceList[i];
|
|
52
|
-
}
|
|
53
|
-
for (let i = 0; i < myMockSpotMarkets.length; i++) {
|
|
54
|
-
oraclePriceMap[myMockSpotMarkets[i].oracle.toString()] =
|
|
55
|
-
spotOraclePriceList[i];
|
|
56
|
-
}
|
|
57
|
-
// console.log('oraclePriceMap:', oraclePriceMap);
|
|
58
|
-
|
|
59
|
-
function getMockUserAccount(): UserAccount {
|
|
60
|
-
return myMockUserAccount;
|
|
61
|
-
}
|
|
62
|
-
function getMockPerpMarket(marketIndex): PerpMarketAccount {
|
|
63
|
-
return myMockPerpMarkets[marketIndex];
|
|
64
|
-
}
|
|
65
|
-
function getMockSpotMarket(marketIndex): SpotMarketAccount {
|
|
66
|
-
return myMockSpotMarkets[marketIndex];
|
|
67
|
-
}
|
|
68
|
-
function getMockOracle(oracleKey: PublicKey) {
|
|
69
|
-
// console.log('oracleKey.toString():', oracleKey.toString());
|
|
70
|
-
// console.log(
|
|
71
|
-
// 'oraclePriceMap[oracleKey.toString()]:',
|
|
72
|
-
// oraclePriceMap[oracleKey.toString()]
|
|
73
|
-
// );
|
|
74
|
-
|
|
75
|
-
const QUOTE_ORACLE_PRICE_DATA: OraclePriceData = {
|
|
76
|
-
price: new BN(
|
|
77
|
-
oraclePriceMap[oracleKey.toString()] * PRICE_PRECISION.toNumber()
|
|
78
|
-
),
|
|
79
|
-
slot: new BN(0),
|
|
80
|
-
confidence: new BN(1),
|
|
81
|
-
hasSufficientNumberOfDataPoints: true,
|
|
82
|
-
};
|
|
83
|
-
|
|
84
|
-
return {
|
|
85
|
-
data: QUOTE_ORACLE_PRICE_DATA,
|
|
86
|
-
slot: 0,
|
|
87
|
-
};
|
|
88
|
-
}
|
|
89
|
-
|
|
90
|
-
function getOracleDataForPerpMarket(marketIndex) {
|
|
91
|
-
const oracle = getMockPerpMarket(marketIndex).oracle;
|
|
92
|
-
return getMockOracle(oracle).data;
|
|
93
|
-
}
|
|
94
|
-
|
|
95
|
-
function getOracleDataForSpotMarket(marketIndex) {
|
|
96
|
-
const oracle = getMockSpotMarket(marketIndex).oracle;
|
|
97
|
-
return getMockOracle(oracle).data;
|
|
98
|
-
}
|
|
99
|
-
|
|
100
|
-
function getMMOracleDataForPerpMarket(
|
|
101
|
-
marketIndex: number
|
|
102
|
-
): MMOraclePriceData {
|
|
103
|
-
const oracle = getMockPerpMarket(marketIndex).oracle;
|
|
104
|
-
return getMockOracle(oracle).data as unknown as MMOraclePriceData;
|
|
105
|
-
}
|
|
106
|
-
|
|
107
|
-
mockUser.getUserAccount = getMockUserAccount;
|
|
108
|
-
mockUser.velocityClient.getPerpMarketAccount = getMockPerpMarket;
|
|
109
|
-
mockUser.velocityClient.getSpotMarketAccount = getMockSpotMarket;
|
|
110
|
-
mockUser.velocityClient.getOraclePriceDataAndSlot = getMockOracle;
|
|
111
|
-
mockUser.velocityClient.getOracleDataForPerpMarket =
|
|
112
|
-
getOracleDataForPerpMarket;
|
|
113
|
-
mockUser.velocityClient.getOracleDataForSpotMarket =
|
|
114
|
-
getOracleDataForSpotMarket;
|
|
115
|
-
mockUser.velocityClient.getMMOracleDataForPerpMarket =
|
|
116
|
-
getMMOracleDataForPerpMarket;
|
|
117
|
-
return mockUser;
|
|
118
|
-
}
|
|
119
|
-
|
|
120
|
-
describe('User Tests', () => {
|
|
121
|
-
it('empty user account', async () => {
|
|
122
|
-
console.log(mockSpotMarkets[0]);
|
|
123
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
124
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
125
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
126
|
-
console.log(
|
|
127
|
-
'spot cumulativeDepositInterest:',
|
|
128
|
-
mockSpotMarkets[0].cumulativeDepositInterest.toString()
|
|
129
|
-
);
|
|
130
|
-
const mockUser: User = await makeMockUser(
|
|
131
|
-
myMockPerpMarkets,
|
|
132
|
-
myMockSpotMarkets,
|
|
133
|
-
myMockUserAccount,
|
|
134
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
135
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
136
|
-
);
|
|
137
|
-
const uA = mockUser.getUserAccount();
|
|
138
|
-
assert(uA.idle == false);
|
|
139
|
-
console.log(
|
|
140
|
-
'spot cumulativeDepositInterest:',
|
|
141
|
-
myMockSpotMarkets[0].cumulativeDepositInterest.toString()
|
|
142
|
-
);
|
|
143
|
-
assert(mockUser.getFreeCollateral().eq(ZERO));
|
|
144
|
-
|
|
145
|
-
console.log(mockUser.getHealth());
|
|
146
|
-
assert(mockUser.getHealth() == 100);
|
|
147
|
-
|
|
148
|
-
console.log(mockUser.getMaxLeverageForPerp(0));
|
|
149
|
-
assert(mockUser.getMaxLeverageForPerp(0).eq(ZERO));
|
|
150
|
-
});
|
|
151
|
-
|
|
152
|
-
it('user account unsettled pnl', async () => {
|
|
153
|
-
// no collateral, but positive upnl no liability
|
|
154
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
155
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
156
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
157
|
-
|
|
158
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(
|
|
159
|
-
0 * BASE_PRECISION.toNumber()
|
|
160
|
-
);
|
|
161
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(
|
|
162
|
-
10 * QUOTE_PRECISION.toNumber()
|
|
163
|
-
);
|
|
164
|
-
assert(
|
|
165
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount.eq(new BN('10000000'))
|
|
166
|
-
); // $10
|
|
167
|
-
|
|
168
|
-
const mockUser: User = await makeMockUser(
|
|
169
|
-
myMockPerpMarkets,
|
|
170
|
-
myMockSpotMarkets,
|
|
171
|
-
myMockUserAccount,
|
|
172
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
173
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
174
|
-
);
|
|
175
|
-
const uA = mockUser.getUserAccount();
|
|
176
|
-
assert(uA.idle == false);
|
|
177
|
-
const activePerps = mockUser.getActivePerpPositions();
|
|
178
|
-
assert(activePerps.length == 1);
|
|
179
|
-
assert(uA.perpPositions[0].quoteAssetAmount.eq(new BN('10000000'))); // $10
|
|
180
|
-
assert(mockUser.getFreeCollateral().eq(ZERO));
|
|
181
|
-
|
|
182
|
-
const quotePrice =
|
|
183
|
-
mockUser.velocityClient.getOracleDataForSpotMarket(0).price;
|
|
184
|
-
console.log('quotePrice:', quotePrice.toString());
|
|
185
|
-
assert(quotePrice.eq(new BN('1000000')));
|
|
186
|
-
const pnl1 = calculatePositionPNL(
|
|
187
|
-
myMockPerpMarkets[0],
|
|
188
|
-
activePerps[0],
|
|
189
|
-
false,
|
|
190
|
-
mockUser.velocityClient.getOracleDataForPerpMarket(0)
|
|
191
|
-
);
|
|
192
|
-
console.log('pnl1:', pnl1.toString());
|
|
193
|
-
assert(pnl1.eq(new BN('10000000')));
|
|
194
|
-
|
|
195
|
-
const upnl = mockUser.getUnrealizedPNL(false, undefined, undefined, false);
|
|
196
|
-
console.log('upnl:', upnl.toString());
|
|
197
|
-
assert(upnl.eq(new BN('10000000'))); // $10
|
|
198
|
-
|
|
199
|
-
const liqResult = mockUser.canBeLiquidated();
|
|
200
|
-
console.log(liqResult);
|
|
201
|
-
assert(liqResult.canBeLiquidated == false);
|
|
202
|
-
assert(liqResult.marginRequirement.eq(ZERO));
|
|
203
|
-
assert(liqResult.totalCollateral.eq(ZERO));
|
|
204
|
-
|
|
205
|
-
console.log(mockUser.getHealth());
|
|
206
|
-
assert(mockUser.getHealth() == 100);
|
|
207
|
-
|
|
208
|
-
console.log(mockUser.getMaxLeverageForPerp(0));
|
|
209
|
-
assert(mockUser.getMaxLeverageForPerp(0).eq(ZERO));
|
|
210
|
-
});
|
|
211
|
-
|
|
212
|
-
it('liquidatable long user account', async () => {
|
|
213
|
-
// no collateral, but positive upnl w/ liability
|
|
214
|
-
|
|
215
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
216
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
217
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
218
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(
|
|
219
|
-
20 * BASE_PRECISION.toNumber()
|
|
220
|
-
);
|
|
221
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = new BN(
|
|
222
|
-
-10 * QUOTE_PRECISION.toNumber()
|
|
223
|
-
);
|
|
224
|
-
|
|
225
|
-
const mockUser: User = await makeMockUser(
|
|
226
|
-
myMockPerpMarkets,
|
|
227
|
-
myMockSpotMarkets,
|
|
228
|
-
myMockUserAccount,
|
|
229
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
230
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
231
|
-
);
|
|
232
|
-
const uA = mockUser.getUserAccount();
|
|
233
|
-
assert(uA.idle == false);
|
|
234
|
-
|
|
235
|
-
assert(mockUser.getFreeCollateral().eq(ZERO));
|
|
236
|
-
const upnl = mockUser.getUnrealizedPNL(true, 0, undefined, false);
|
|
237
|
-
console.log('upnl:', upnl.toString());
|
|
238
|
-
assert(upnl.eq(new BN('10000000'))); // $10
|
|
239
|
-
|
|
240
|
-
const liqResult = mockUser.canBeLiquidated();
|
|
241
|
-
console.log(liqResult);
|
|
242
|
-
assert(liqResult.canBeLiquidated == true);
|
|
243
|
-
assert(liqResult.marginRequirement.eq(new BN('2000000'))); //10x maint leverage
|
|
244
|
-
assert(liqResult.totalCollateral.eq(ZERO));
|
|
245
|
-
|
|
246
|
-
console.log(mockUser.getHealth());
|
|
247
|
-
assert(mockUser.getHealth() == 0);
|
|
248
|
-
|
|
249
|
-
console.log(mockUser.getMaxLeverageForPerp(0));
|
|
250
|
-
assert(mockUser.getMaxLeverageForPerp(0).eq(new BN('20000')));
|
|
251
|
-
});
|
|
252
|
-
|
|
253
|
-
it('large usdc user account', async () => {
|
|
254
|
-
// no collateral, but positive upnl w/ liability
|
|
255
|
-
|
|
256
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
257
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
258
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
259
|
-
|
|
260
|
-
myMockPerpMarkets[0].imfFactor = 550;
|
|
261
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(
|
|
262
|
-
10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
|
|
263
|
-
); //10k
|
|
264
|
-
|
|
265
|
-
const mockUser: User = await makeMockUser(
|
|
266
|
-
myMockPerpMarkets,
|
|
267
|
-
myMockSpotMarkets,
|
|
268
|
-
myMockUserAccount,
|
|
269
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
270
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
271
|
-
);
|
|
272
|
-
const uA = mockUser.getUserAccount();
|
|
273
|
-
assert(uA.idle == false);
|
|
274
|
-
|
|
275
|
-
assert(uA.perpPositions[0].baseAssetAmount.eq(ZERO));
|
|
276
|
-
assert(uA.perpPositions[0].quoteAssetAmount.eq(ZERO));
|
|
277
|
-
assert(mockUser.getActivePerpPositions().length == 0);
|
|
278
|
-
|
|
279
|
-
assert(
|
|
280
|
-
uA.spotPositions[0].scaledBalance.eq(
|
|
281
|
-
new BN(10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber())
|
|
282
|
-
)
|
|
283
|
-
);
|
|
284
|
-
for (let i = 1; i < 8; i++) {
|
|
285
|
-
assert(uA.spotPositions[i].scaledBalance.eq(ZERO));
|
|
286
|
-
}
|
|
287
|
-
console.log(
|
|
288
|
-
'mockUser.getTokenAmount():',
|
|
289
|
-
mockUser.getTokenAmount(0).toString()
|
|
290
|
-
);
|
|
291
|
-
console.log(
|
|
292
|
-
'spot cumulativeDepositInterest:',
|
|
293
|
-
mockSpotMarkets[0].cumulativeDepositInterest.toString()
|
|
294
|
-
);
|
|
295
|
-
const expectedAmount = new BN('10000000000');
|
|
296
|
-
assert(mockUser.getTokenAmount(0).eq(expectedAmount));
|
|
297
|
-
assert(mockUser.getNetSpotMarketValue().eq(expectedAmount));
|
|
298
|
-
assert(
|
|
299
|
-
mockUser
|
|
300
|
-
.getSpotMarketAssetAndLiabilityValue()
|
|
301
|
-
.totalLiabilityValue.eq(ZERO)
|
|
302
|
-
);
|
|
303
|
-
|
|
304
|
-
assert(mockUser.getFreeCollateral().gt(ZERO));
|
|
305
|
-
const upnl = mockUser.getUnrealizedPNL(true, 0, undefined, false);
|
|
306
|
-
console.log('upnl:', upnl.toString());
|
|
307
|
-
assert(upnl.eq(new BN('0'))); // $10
|
|
308
|
-
|
|
309
|
-
const liqResult = mockUser.canBeLiquidated();
|
|
310
|
-
console.log(liqResult);
|
|
311
|
-
assert(liqResult.canBeLiquidated == false);
|
|
312
|
-
assert(liqResult.marginRequirement.eq(new BN('0'))); //10x maint leverage
|
|
313
|
-
assert(liqResult.totalCollateral.eq(expectedAmount));
|
|
314
|
-
|
|
315
|
-
console.log(mockUser.getHealth());
|
|
316
|
-
assert(mockUser.getHealth() == 100);
|
|
317
|
-
|
|
318
|
-
console.log(
|
|
319
|
-
'getMaxLeverageForPerp:',
|
|
320
|
-
mockUser.getMaxLeverageForPerp(0).toString()
|
|
321
|
-
);
|
|
322
|
-
assert(mockUser.getMaxLeverageForPerp(0).eq(new BN('37358'))); // ~3.7x
|
|
323
|
-
assert(
|
|
324
|
-
mockUser.getMaxLeverageForPerp(0, 'Maintenance').eq(new BN('37358'))
|
|
325
|
-
); // same (marginCategory unused)
|
|
326
|
-
});
|
|
327
|
-
|
|
328
|
-
it('worst case token amount', async () => {
|
|
329
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
330
|
-
|
|
331
|
-
const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
|
|
332
|
-
initialAssetWeight: 8000,
|
|
333
|
-
initialLiabilityWeight: 12000,
|
|
334
|
-
cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
335
|
-
cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
336
|
-
});
|
|
337
|
-
|
|
338
|
-
const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(100));
|
|
339
|
-
|
|
340
|
-
let spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
|
|
341
|
-
marketIndex: 1,
|
|
342
|
-
openBids: new BN(100).mul(LAMPORTS_PRECISION),
|
|
343
|
-
});
|
|
344
|
-
|
|
345
|
-
let worstCase = getWorstCaseTokenAmounts(
|
|
346
|
-
spotPosition,
|
|
347
|
-
solMarket,
|
|
348
|
-
strictOraclePrice,
|
|
349
|
-
'Initial'
|
|
350
|
-
);
|
|
351
|
-
|
|
352
|
-
assert(worstCase.tokenAmount.eq(new BN(100).mul(LAMPORTS_PRECISION))); // 100
|
|
353
|
-
assert(worstCase.tokenValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
|
|
354
|
-
assert(worstCase.weightedTokenValue.eq(new BN(8000).mul(PRICE_PRECISION))); // $8k
|
|
355
|
-
assert(worstCase.ordersValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
|
|
356
|
-
assert(
|
|
357
|
-
worstCase.freeCollateralContribution.eq(
|
|
358
|
-
new BN(-2000).mul(QUOTE_PRECISION)
|
|
359
|
-
)
|
|
360
|
-
); // -$2k
|
|
361
|
-
|
|
362
|
-
spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
|
|
363
|
-
marketIndex: 1,
|
|
364
|
-
scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
|
|
365
|
-
openBids: new BN(100).mul(LAMPORTS_PRECISION),
|
|
366
|
-
});
|
|
367
|
-
|
|
368
|
-
worstCase = getWorstCaseTokenAmounts(
|
|
369
|
-
spotPosition,
|
|
370
|
-
solMarket,
|
|
371
|
-
strictOraclePrice,
|
|
372
|
-
'Initial'
|
|
373
|
-
);
|
|
374
|
-
|
|
375
|
-
assert(worstCase.tokenAmount.eq(new BN(200).mul(LAMPORTS_PRECISION))); // 200
|
|
376
|
-
assert(worstCase.tokenValue.eq(new BN(20000).mul(PRICE_PRECISION))); // $20k
|
|
377
|
-
assert(worstCase.weightedTokenValue.eq(new BN(16000).mul(PRICE_PRECISION))); // $16k
|
|
378
|
-
assert(worstCase.ordersValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
|
|
379
|
-
assert(
|
|
380
|
-
worstCase.freeCollateralContribution.eq(new BN(6000).mul(QUOTE_PRECISION))
|
|
381
|
-
); // $6k
|
|
382
|
-
|
|
383
|
-
spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
|
|
384
|
-
marketIndex: 1,
|
|
385
|
-
openAsks: new BN(-100).mul(LAMPORTS_PRECISION),
|
|
386
|
-
});
|
|
387
|
-
|
|
388
|
-
worstCase = getWorstCaseTokenAmounts(
|
|
389
|
-
spotPosition,
|
|
390
|
-
solMarket,
|
|
391
|
-
strictOraclePrice,
|
|
392
|
-
'Initial'
|
|
393
|
-
);
|
|
394
|
-
|
|
395
|
-
assert(worstCase.tokenAmount.eq(new BN(-100).mul(LAMPORTS_PRECISION)));
|
|
396
|
-
assert(worstCase.tokenValue.eq(new BN(-10000).mul(PRICE_PRECISION))); // -$10k
|
|
397
|
-
assert(
|
|
398
|
-
worstCase.weightedTokenValue.eq(new BN(-12000).mul(PRICE_PRECISION))
|
|
399
|
-
); // -$12k
|
|
400
|
-
assert(worstCase.ordersValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
|
|
401
|
-
assert(
|
|
402
|
-
worstCase.freeCollateralContribution.eq(
|
|
403
|
-
new BN(-2000).mul(QUOTE_PRECISION)
|
|
404
|
-
)
|
|
405
|
-
); // -$2k
|
|
406
|
-
|
|
407
|
-
spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
|
|
408
|
-
marketIndex: 1,
|
|
409
|
-
balanceType: SpotBalanceType.BORROW,
|
|
410
|
-
scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
|
|
411
|
-
openAsks: new BN(-100).mul(LAMPORTS_PRECISION),
|
|
412
|
-
});
|
|
413
|
-
|
|
414
|
-
worstCase = getWorstCaseTokenAmounts(
|
|
415
|
-
spotPosition,
|
|
416
|
-
solMarket,
|
|
417
|
-
strictOraclePrice,
|
|
418
|
-
'Initial'
|
|
419
|
-
);
|
|
420
|
-
|
|
421
|
-
assert(worstCase.tokenAmount.eq(new BN(-200).mul(LAMPORTS_PRECISION)));
|
|
422
|
-
assert(worstCase.tokenValue.eq(new BN(-20000).mul(PRICE_PRECISION))); // -$20k
|
|
423
|
-
assert(
|
|
424
|
-
worstCase.weightedTokenValue.eq(new BN(-24000).mul(PRICE_PRECISION))
|
|
425
|
-
); // -$24k
|
|
426
|
-
assert(worstCase.ordersValue.eq(new BN(10000).mul(PRICE_PRECISION))); // $10k
|
|
427
|
-
assert(
|
|
428
|
-
worstCase.freeCollateralContribution.eq(
|
|
429
|
-
new BN(-14000).mul(QUOTE_PRECISION)
|
|
430
|
-
)
|
|
431
|
-
); // -$2k
|
|
432
|
-
});
|
|
433
|
-
|
|
434
|
-
it('custom margin ratio (sol spot)', async () => {
|
|
435
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
436
|
-
|
|
437
|
-
const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
|
|
438
|
-
initialAssetWeight: 8000,
|
|
439
|
-
initialLiabilityWeight: 12000,
|
|
440
|
-
cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
441
|
-
cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
442
|
-
});
|
|
443
|
-
|
|
444
|
-
// $25
|
|
445
|
-
const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(25));
|
|
446
|
-
|
|
447
|
-
const spotPosition = Object.assign({}, myMockUserAccount.spotPositions[1], {
|
|
448
|
-
marketIndex: 1,
|
|
449
|
-
openBids: new BN(100).mul(LAMPORTS_PRECISION),
|
|
450
|
-
});
|
|
451
|
-
|
|
452
|
-
const worstCase = getWorstCaseTokenAmounts(
|
|
453
|
-
spotPosition,
|
|
454
|
-
solMarket,
|
|
455
|
-
strictOraclePrice,
|
|
456
|
-
'Initial',
|
|
457
|
-
myMockUserAccount.maxMarginRatio
|
|
458
|
-
);
|
|
459
|
-
|
|
460
|
-
console.log(worstCase);
|
|
461
|
-
assert(worstCase.weight.eq(new BN(8000)));
|
|
462
|
-
|
|
463
|
-
myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.toNumber(); // max 1x pls
|
|
464
|
-
|
|
465
|
-
const worstCaseAfter = getWorstCaseTokenAmounts(
|
|
466
|
-
spotPosition,
|
|
467
|
-
solMarket,
|
|
468
|
-
strictOraclePrice,
|
|
469
|
-
'Initial',
|
|
470
|
-
myMockUserAccount.maxMarginRatio
|
|
471
|
-
);
|
|
472
|
-
|
|
473
|
-
console.log(worstCaseAfter);
|
|
474
|
-
assert(worstCaseAfter.weight.eq(new BN(0))); // not allowed to increase exposure
|
|
475
|
-
|
|
476
|
-
// customMarginRatio > SPOT weight precision must not throw (BN subn asserted non-negative)
|
|
477
|
-
const depositOnlyNonQuote = Object.assign(
|
|
478
|
-
{},
|
|
479
|
-
myMockUserAccount.spotPositions[1],
|
|
480
|
-
{
|
|
481
|
-
marketIndex: 1,
|
|
482
|
-
scaledBalance: new BN(100).mul(SPOT_MARKET_BALANCE_PRECISION),
|
|
483
|
-
openBids: ZERO,
|
|
484
|
-
openAsks: ZERO,
|
|
485
|
-
}
|
|
486
|
-
);
|
|
487
|
-
for (const ratio of [
|
|
488
|
-
MARGIN_PRECISION.toNumber() * 2,
|
|
489
|
-
MARGIN_PRECISION.toNumber() * 10,
|
|
490
|
-
89478485,
|
|
491
|
-
]) {
|
|
492
|
-
const wc = getWorstCaseTokenAmounts(
|
|
493
|
-
depositOnlyNonQuote,
|
|
494
|
-
solMarket,
|
|
495
|
-
strictOraclePrice,
|
|
496
|
-
'Initial',
|
|
497
|
-
ratio
|
|
498
|
-
);
|
|
499
|
-
assert(wc.weight.eq(new BN(0)));
|
|
500
|
-
assert(wc.weightedTokenValue.eq(ZERO));
|
|
501
|
-
}
|
|
502
|
-
});
|
|
503
|
-
|
|
504
|
-
it('getSpotAssetValue: large maxMarginRatio does not throw (matches getFreeCollateral path)', () => {
|
|
505
|
-
const solMarket = Object.assign({}, _.cloneDeep(mockSpotMarkets[1]), {
|
|
506
|
-
marketIndex: 1,
|
|
507
|
-
initialAssetWeight: 8000,
|
|
508
|
-
initialLiabilityWeight: 12000,
|
|
509
|
-
cumulativeDepositInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
510
|
-
cumulativeBorrowInterest: SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION,
|
|
511
|
-
});
|
|
512
|
-
const strictOraclePrice = new StrictOraclePrice(PRICE_PRECISION.muln(25));
|
|
513
|
-
const tokenAmount = new BN(100).mul(LAMPORTS_PRECISION);
|
|
514
|
-
|
|
515
|
-
for (const ratio of [MARGIN_PRECISION.toNumber() * 2, 89478485]) {
|
|
516
|
-
const assetValue = getSpotAssetValue(
|
|
517
|
-
tokenAmount,
|
|
518
|
-
strictOraclePrice,
|
|
519
|
-
solMarket,
|
|
520
|
-
ratio,
|
|
521
|
-
'Initial'
|
|
522
|
-
);
|
|
523
|
-
assert(assetValue.eq(ZERO));
|
|
524
|
-
}
|
|
525
|
-
});
|
|
526
|
-
|
|
527
|
-
it('custom margin ratio (sol perp)', async () => {
|
|
528
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
529
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
530
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
531
|
-
// myMockPerpMarkets[0].imfFactor = 550;
|
|
532
|
-
myMockPerpMarkets[0].marginRatioInitial = 2000; // 5x
|
|
533
|
-
myMockPerpMarkets[0].marginRatioMaintenance = 1000; // 10x
|
|
534
|
-
|
|
535
|
-
myMockSpotMarkets[0].initialAssetWeight = 1000;
|
|
536
|
-
myMockSpotMarkets[0].initialLiabilityWeight = 1000;
|
|
537
|
-
|
|
538
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(
|
|
539
|
-
10000 * SPOT_MARKET_BALANCE_PRECISION.toNumber()
|
|
540
|
-
); //10k
|
|
541
|
-
|
|
542
|
-
const mockUser: User = await makeMockUser(
|
|
543
|
-
myMockPerpMarkets,
|
|
544
|
-
myMockSpotMarkets,
|
|
545
|
-
myMockUserAccount,
|
|
546
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
547
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
548
|
-
);
|
|
549
|
-
|
|
550
|
-
assert(mockUser.getTokenAmount(0).eq(new BN('10000000000')));
|
|
551
|
-
assert(mockUser.getNetSpotMarketValue().eq(new BN('10000000000')));
|
|
552
|
-
assert(
|
|
553
|
-
mockUser
|
|
554
|
-
.getSpotMarketAssetAndLiabilityValue()
|
|
555
|
-
.totalLiabilityValue.eq(ZERO)
|
|
556
|
-
);
|
|
557
|
-
|
|
558
|
-
assert(mockUser.getFreeCollateral().gt(ZERO));
|
|
559
|
-
|
|
560
|
-
// quote-market asset weights are ignored in cross-margin calc (margin.rs
|
|
561
|
-
// values market 0 at its raw strict token value), so $10k quote collateral
|
|
562
|
-
// at marginRatioInitial 2000 (20%) allows exactly 5x
|
|
563
|
-
let iLev = mockUser.getMaxLeverageForPerp(0, 'Initial').toNumber();
|
|
564
|
-
let mLev = mockUser.getMaxLeverageForPerp(0, 'Maintenance').toNumber();
|
|
565
|
-
console.log(iLev, mLev);
|
|
566
|
-
assert(iLev == 50000);
|
|
567
|
-
assert(mLev == 50000);
|
|
568
|
-
|
|
569
|
-
myMockUserAccount.maxMarginRatio = MARGIN_PRECISION.div(
|
|
570
|
-
new BN(2)
|
|
571
|
-
).toNumber(); // 2x max pls
|
|
572
|
-
|
|
573
|
-
const mockUser2: User = await makeMockUser(
|
|
574
|
-
myMockPerpMarkets,
|
|
575
|
-
myMockSpotMarkets,
|
|
576
|
-
myMockUserAccount,
|
|
577
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
578
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
579
|
-
);
|
|
580
|
-
iLev = mockUser2.getMaxLeverageForPerp(0, 'Initial').toNumber();
|
|
581
|
-
mLev = mockUser2.getMaxLeverageForPerp(0, 'Maintenance').toNumber();
|
|
582
|
-
console.log(iLev, mLev);
|
|
583
|
-
|
|
584
|
-
// maxMarginRatio 50% caps leverage at 2x
|
|
585
|
-
assert(iLev == 20000);
|
|
586
|
-
assert(mLev == 20000);
|
|
587
|
-
});
|
|
588
|
-
|
|
589
|
-
it('getTotalIsolatedPositionDeposits sums isolated USDC deposits', async () => {
|
|
590
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
591
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
592
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
593
|
-
|
|
594
|
-
// Give perp position 0 an isolated deposit of 100 USDC
|
|
595
|
-
// mockSpotMarkets[0] is USDC with cumulativeDepositInterest = SPOT_MARKET_CUMULATIVE_INTEREST_PRECISION
|
|
596
|
-
// so scaledBalance of 100 * SPOT_MARKET_BALANCE_PRECISION = 100 USDC token amount
|
|
597
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
598
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(1); // make position active
|
|
599
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
600
|
-
100
|
|
601
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
602
|
-
|
|
603
|
-
// Give perp position 1 an isolated deposit of 50 USDC
|
|
604
|
-
myMockUserAccount.perpPositions[1].marketIndex = 1;
|
|
605
|
-
myMockUserAccount.perpPositions[1].baseAssetAmount = new BN(1);
|
|
606
|
-
myMockUserAccount.perpPositions[1].isolatedPositionScaledBalance = new BN(
|
|
607
|
-
50
|
|
608
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
609
|
-
|
|
610
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
611
|
-
myMockPerpMarkets,
|
|
612
|
-
myMockSpotMarkets,
|
|
613
|
-
myMockUserAccount,
|
|
614
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
615
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
616
|
-
);
|
|
617
|
-
|
|
618
|
-
const totalIsolatedDeposits = mockUser.getTotalIsolatedPositionDeposits();
|
|
619
|
-
// 150 USDC = 150 * QUOTE_PRECISION
|
|
620
|
-
assert(totalIsolatedDeposits.eq(new BN(150).mul(QUOTE_PRECISION)));
|
|
621
|
-
});
|
|
622
|
-
|
|
623
|
-
it('getTotalIsolatedPositionDeposits applies oracle price for depeg', async () => {
|
|
624
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
625
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
626
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
627
|
-
|
|
628
|
-
// Give spot market 0 (USDC) a unique oracle so it gets its own price
|
|
629
|
-
// (all mock markets share PublicKey.default, causing oracle map overwrites)
|
|
630
|
-
const usdcOracle = new PublicKey(
|
|
631
|
-
'Erq8cpkof3kitj7rkzKba3j1Hdib6gFFZ7QktwGpsa3w'
|
|
632
|
-
);
|
|
633
|
-
myMockSpotMarkets[0].oracle = usdcOracle;
|
|
634
|
-
|
|
635
|
-
// 100 USDC isolated deposit on perp position 0
|
|
636
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
637
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = new BN(1);
|
|
638
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
639
|
-
100
|
|
640
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
641
|
-
|
|
642
|
-
// Spot oracle price list: index 0 = USDC at $0.99 (depeg)
|
|
643
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
644
|
-
myMockPerpMarkets,
|
|
645
|
-
myMockSpotMarkets,
|
|
646
|
-
myMockUserAccount,
|
|
647
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
648
|
-
[0.99, 1, 1, 1, 1, 1, 1, 1]
|
|
649
|
-
);
|
|
650
|
-
|
|
651
|
-
const totalIsolatedDeposits = mockUser.getTotalIsolatedPositionDeposits();
|
|
652
|
-
// 100 tokens * $0.99 = $99 = 99 * QUOTE_PRECISION
|
|
653
|
-
assert(totalIsolatedDeposits.eq(new BN(99).mul(QUOTE_PRECISION)));
|
|
654
|
-
});
|
|
655
|
-
|
|
656
|
-
it('getNetUsdValue includes isolated position deposits', async () => {
|
|
657
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
658
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
659
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
660
|
-
|
|
661
|
-
// 200 USDC cross-margin deposit in spot position 0 (USDC market)
|
|
662
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
663
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
664
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
665
|
-
);
|
|
666
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
667
|
-
|
|
668
|
-
// 100 USDC isolated deposit on perp position 0
|
|
669
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
670
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION; // 1 unit long
|
|
671
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = QUOTE_PRECISION.neg(); // entered at $1, PnL=0
|
|
672
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg(); // entered at $1
|
|
673
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
674
|
-
QUOTE_PRECISION.neg();
|
|
675
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
676
|
-
100
|
|
677
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
678
|
-
|
|
679
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
680
|
-
myMockPerpMarkets,
|
|
681
|
-
myMockSpotMarkets,
|
|
682
|
-
myMockUserAccount,
|
|
683
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
684
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
685
|
-
);
|
|
686
|
-
|
|
687
|
-
const netUsdValue = mockUser.getNetUsdValue();
|
|
688
|
-
// Cross spot: 200 USDC + Isolated deposit: 100 USDC + PnL: 0 = 300 USDC
|
|
689
|
-
assert(netUsdValue.eq(new BN(300).mul(QUOTE_PRECISION)));
|
|
690
|
-
});
|
|
691
|
-
|
|
692
|
-
it('getTotalAssetValue includes isolated position deposits', async () => {
|
|
693
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
694
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
695
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
696
|
-
|
|
697
|
-
// 200 USDC cross-margin deposit
|
|
698
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
699
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
700
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
701
|
-
);
|
|
702
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
703
|
-
|
|
704
|
-
// 100 USDC isolated deposit on perp position 0
|
|
705
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
706
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
707
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = QUOTE_PRECISION.neg(); // PnL=0 at oracle $1
|
|
708
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
|
|
709
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
710
|
-
QUOTE_PRECISION.neg();
|
|
711
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
712
|
-
100
|
|
713
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
714
|
-
|
|
715
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
716
|
-
myMockPerpMarkets,
|
|
717
|
-
myMockSpotMarkets,
|
|
718
|
-
myMockUserAccount,
|
|
719
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
720
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
721
|
-
);
|
|
722
|
-
|
|
723
|
-
const totalAssetValue = mockUser.getTotalAssetValue();
|
|
724
|
-
// Cross spot asset: 200 USDC + Isolated: 100 USDC + PnL: 0 = 300 USDC
|
|
725
|
-
assert(totalAssetValue.eq(new BN(300).mul(QUOTE_PRECISION)));
|
|
726
|
-
});
|
|
727
|
-
|
|
728
|
-
it('getTotalAssetValue with Initial margin excludes isolated position deposits', async () => {
|
|
729
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
730
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
731
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
732
|
-
|
|
733
|
-
// 200 USDC cross-margin deposit
|
|
734
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
735
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
736
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
737
|
-
);
|
|
738
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
739
|
-
|
|
740
|
-
// 100 USDC isolated deposit on perp position 0
|
|
741
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
742
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
743
|
-
myMockUserAccount.perpPositions[0].quoteAssetAmount = QUOTE_PRECISION.neg();
|
|
744
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
|
|
745
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
746
|
-
QUOTE_PRECISION.neg();
|
|
747
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
748
|
-
100
|
|
749
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
750
|
-
|
|
751
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
752
|
-
myMockPerpMarkets,
|
|
753
|
-
myMockSpotMarkets,
|
|
754
|
-
myMockUserAccount,
|
|
755
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
756
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
757
|
-
);
|
|
758
|
-
|
|
759
|
-
const totalAssetValue = mockUser.getTotalAssetValue('Initial');
|
|
760
|
-
// Cross spot asset only: 200 USDC. Isolated collateral is handled separately.
|
|
761
|
-
assert(totalAssetValue.eq(new BN(200).mul(QUOTE_PRECISION)));
|
|
762
|
-
});
|
|
763
|
-
|
|
764
|
-
it('getLeverageComponents aggregate path includes isolated deposits in spotAssetValue', async () => {
|
|
765
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
766
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
767
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
768
|
-
|
|
769
|
-
// 200 USDC cross-margin deposit
|
|
770
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
771
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
772
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
773
|
-
);
|
|
774
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
775
|
-
|
|
776
|
-
// 100 USDC isolated deposit on perp position 0 with 1 unit long at $1
|
|
777
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
778
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
779
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
|
|
780
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
781
|
-
QUOTE_PRECISION.neg();
|
|
782
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
783
|
-
100
|
|
784
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
785
|
-
|
|
786
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
787
|
-
myMockPerpMarkets,
|
|
788
|
-
myMockSpotMarkets,
|
|
789
|
-
myMockUserAccount,
|
|
790
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
791
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
792
|
-
);
|
|
793
|
-
|
|
794
|
-
const { spotAssetValue } = mockUser.getLeverageComponents();
|
|
795
|
-
// Cross spot: 200 USDC + Isolated: 100 USDC = 300 USDC
|
|
796
|
-
assert(spotAssetValue.eq(new BN(300).mul(QUOTE_PRECISION)));
|
|
797
|
-
});
|
|
798
|
-
|
|
799
|
-
it('getLeverageComponents with Initial margin excludes isolated deposits from aggregate spotAssetValue', async () => {
|
|
800
|
-
const myMockPerpMarkets = _.cloneDeep(mockPerpMarkets);
|
|
801
|
-
const myMockSpotMarkets = _.cloneDeep(mockSpotMarkets);
|
|
802
|
-
const myMockUserAccount = _.cloneDeep(mockUserAccount);
|
|
803
|
-
|
|
804
|
-
// 200 USDC cross-margin deposit
|
|
805
|
-
myMockUserAccount.spotPositions[0].marketIndex = 0;
|
|
806
|
-
myMockUserAccount.spotPositions[0].scaledBalance = new BN(200).mul(
|
|
807
|
-
SPOT_MARKET_BALANCE_PRECISION
|
|
808
|
-
);
|
|
809
|
-
myMockUserAccount.spotPositions[0].balanceType = SpotBalanceType.DEPOSIT;
|
|
810
|
-
|
|
811
|
-
// 100 USDC isolated deposit on perp position 0 with 1 unit long at $1
|
|
812
|
-
myMockUserAccount.perpPositions[0].marketIndex = 0;
|
|
813
|
-
myMockUserAccount.perpPositions[0].baseAssetAmount = BASE_PRECISION;
|
|
814
|
-
myMockUserAccount.perpPositions[0].quoteEntryAmount = QUOTE_PRECISION.neg();
|
|
815
|
-
myMockUserAccount.perpPositions[0].quoteBreakEvenAmount =
|
|
816
|
-
QUOTE_PRECISION.neg();
|
|
817
|
-
myMockUserAccount.perpPositions[0].isolatedPositionScaledBalance = new BN(
|
|
818
|
-
100
|
|
819
|
-
).mul(SPOT_MARKET_BALANCE_PRECISION);
|
|
820
|
-
|
|
821
|
-
const mockUser = await makeMockUserFromHelpers(
|
|
822
|
-
myMockPerpMarkets,
|
|
823
|
-
myMockSpotMarkets,
|
|
824
|
-
myMockUserAccount,
|
|
825
|
-
[1, 1, 1, 1, 1, 1, 1, 1],
|
|
826
|
-
[1, 1, 1, 1, 1, 1, 1, 1]
|
|
827
|
-
);
|
|
828
|
-
|
|
829
|
-
const { spotAssetValue } = mockUser.getLeverageComponents(true, 'Initial');
|
|
830
|
-
// Cross spot asset only: 200 USDC. Isolated collateral is handled separately.
|
|
831
|
-
assert(spotAssetValue.eq(new BN(200).mul(QUOTE_PRECISION)));
|
|
832
|
-
});
|
|
833
|
-
});
|