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Feat: Implement the function in the market_utils library #3 #463

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merged 29 commits into from
Oct 5, 2023
Merged

Feat: Implement the function in the market_utils library #3 #463

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0b97963
10 functions done
Tbelleng Sep 25, 2023
1eb1a09
almost finished, debug next
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e32e69f
debug time
Tbelleng Sep 27, 2023
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debuging
Tbelleng Sep 27, 2023
b50ef99
pushing recent changes/ still bug because missing functions
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Merge branch 'main' of https://github.com/keep-starknet-strange/sator…
Tbelleng Sep 27, 2023
0815f0c
debuging finished
Tbelleng Sep 27, 2023
d556216
adding comments on functions
Tbelleng Sep 28, 2023
30b0d20
almost clean
Tbelleng Sep 28, 2023
0741eb7
Emit bug
Tbelleng Sep 28, 2023
f1ee948
Merge branch 'main' of https://github.com/keep-starknet-strange/sator…
Tbelleng Sep 29, 2023
fd42dff
programm compile 🎉
Tbelleng Sep 29, 2023
a70ccf2
resolving last test
Tbelleng Sep 29, 2023
f394974
All test passed
Tbelleng Sep 29, 2023
fb76061
Remove Cache struct
Tbelleng Oct 1, 2023
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Merge branch 'main' of https://github.com/keep-starknet-strange/sator…
Tbelleng Oct 2, 2023
3368add
Pull and update with main branch
Tbelleng Oct 2, 2023
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Merge branch 'main' of https://github.com/keep-starknet-strange/sator…
Tbelleng Oct 2, 2023
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Merge branch 'main' into compare
Sk8erboi84 Oct 3, 2023
321f07f
Update version with Elevy pull request
Tbelleng Oct 3, 2023
b90bb16
Merge branch 'compare' of https://github.com/Tbelleng/satoru into com…
Tbelleng Oct 3, 2023
c7b651d
resolve request
Tbelleng Oct 3, 2023
5e6489d
Merge branch 'main' of https://github.com/keep-starknet-strange/sator…
Tbelleng Oct 3, 2023
4549e24
1 test failed because of max swap path lenght exceed test
Tbelleng Oct 3, 2023
ccaa9cc
resolving failed test
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resolve
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Merge branch 'main' of https://github.com/keep-starknet-strange/sator…
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239 changes: 20 additions & 219 deletions src/market/market_utils.cairo
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Original file line number Diff line number Diff line change
Expand Up @@ -1546,25 +1546,6 @@ fn validate_open_interest(data_store: IDataStoreDispatcher, market: @Market, is_
}
}

/// Validata the swap market.
/// # Arguments
/// * `data_store` - The data store to use.
/// * `market` - The market to validate the open interest for.
// fn validate_swap_market(data_store: @IDataStoreDispatcher, market: @Market) { // TODO
// }

// Get the min pnl factor after ADL
// Parameters
// * `data_store` - - The data store to use.
// * `market` - the market to check.
// * `is_long` whether to check the long or short side.
// fn get_min_pnl_factor_after_adl(
// data_store: IDataStoreDispatcher, market: ContractAddress, is_long: bool
// ) -> u128 {
// // TODO
// 0
// }

// Get the ratio of pnl to pool value.
// # Arguments
// * `data_store` - The data_store dispatcher.
Expand All @@ -1591,29 +1572,13 @@ fn get_pnl_to_pool_factor(
return get_pnl_to_pool_factor_from_prices(data_store, @market, @prices, is_long, maximize);
}

fn get_u256_low(value: u256) -> u128 {
0
}

// Get the ratio of pnl to pool value.
// # Arguments
// * `data_store` - The data_store dispatcher.
// * `market` Rhe market.
// * `prices` the prices of the market tokens.
// * `is_long` whether to get the value for the long or short side.
// * `maximize` whether to maximize the factor.
// # Returns
// (pnl of positions) / (long or short pool value)
// TODO same function names getPnlToPoolFactor
/// Get the ratio of PNL (Profit and Loss) to pool value.
///
/// # Arguments
/// * `dataStore`: DataStore - The data storage instance.
/// * `market`: Market values.
/// * `prices`: Prices of the market tokens.
/// * `isLong`: Whether to get the value for the long or short side.
/// * `maximize`: Whether to maximize the factor.
///
/// # Returns
/// Returns the ratio of PNL of positions to long or short pool value.
fn get_pnl_to_pool_factor_from_prices(
Expand All @@ -1631,25 +1596,6 @@ fn get_pnl_to_pool_factor_from_prices(
return to_factor_ival(pnl, pool_usd);
}

// Check if the pending pnl exceeds the allowed amount
// # Arguments
// * `data_store` - The data_store dispatcher.
// * `oracle` - The oracle dispatcher.
// * `market` - The market to check.
// * `prices` - The prices of the market tokens.
// * `is_long` - Whether to check the long or short side.
// * `pnl_factor_type` - The pnl factor type to check.
// fn is_pnl_factor_exceeded(
// data_store: IDataStoreDispatcher,
// oracle: IOracleDispatcher,
// market_address: ContractAddress,
// is_long: bool,
// pnl_factor_type: felt252
// ) -> (bool, u128, u128) {
// // TODO
// (true, 0, 0)
// }

// Check if the pending pnl exceeds the allowed amount
// # Arguments
// * `data_store` - The data_store dispatcher.
Expand All @@ -1667,53 +1613,6 @@ fn is_pnl_factor_exceeded_direct(
(true, 0, 0)
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}

// fn get_ui_fee_factor(data_store: IDataStoreDispatcher, account: ContractAddress) -> u128 {
// let max_ui_fee_factor = data_store.get_u128(keys::max_ui_fee_factor());
// let ui_fee_factor = data_store.get_u128(keys::ui_fee_factor_key(account));
// if ui_fee_factor < max_ui_fee_factor {
// ui_fee_factor
// } else {
// max_ui_fee_factor
// }
// }

fn get_market(data_store: IDataStoreDispatcher, market_address: ContractAddress) -> Market {
//TODO
Market {
market_token: Zeroable::zero(),
index_token: Zeroable::zero(),
long_token: Zeroable::zero(),
short_token: Zeroable::zero(),
}
}


/// Gets the enabled market. This function will revert if the market does not exist or is not enabled.
/// # Arguments
/// * `dataStore` - DataStore
/// * `marketAddress` - The address of the market.
// fn get_enabled_market(data_store: IDataStoreDispatcher, market_address: ContractAddress) -> Market {
// //TODO
// Market {
// market_token: Zeroable::zero(),
// index_token: Zeroable::zero(),
// long_token: Zeroable::zero(),
// short_token: Zeroable::zero(),
// }
// }

/// Get the cumulative borrowing factor for a market
/// # Arguments
/// * `data_store` DataStore
/// * `market` the market to check
/// * `is_long` whether to check the long or short side
/// # Returns
// The cumulative borrowing factor for a market
// fn get_cumulative_borrowing_factor(
// data_store: @IDataStoreDispatcher, market: ContractAddress, is_long: bool
// ) -> u128 {
// (*data_store).get_u128(keys::cumulative_borrowing_factor_key(market, is_long))
// }

/// Validates the token balance for a single market.
/// # Arguments
Expand All @@ -1724,45 +1623,9 @@ fn validate_market_token_balance_with_address(
) { //TODO
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}

// fn validate_market_token_balance(data_store: IDataStoreDispatcher, market: Market) { //TODO
// }

fn validate_markets_token_balance(data_store: IDataStoreDispatcher, market: Span<Market>) { //TODO
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}

/// Validate that the positions can be opened in the given market
/// # Parameters
/// * `data_store`: dispatcher for the data store
/// * `market`: the market to check
// fn validate_position_market(data_store: IDataStoreDispatcher, market: Market) {} // TODO

/// Gets a list of market values based on an input array of market addresses.
/// # Parameters
/// * `swap_path`: A list of market addresses.
// fn get_swap_path_markets(
// data_store: IDataStoreDispatcher, swap_path: Span32<ContractAddress>
// ) -> Array<Market> { //TODO
// Default::default()
// }

/// Validata that the specified market exists and is enabled
/// # Arguments
/// * `data_store` - The data store to use.
/// * `market` - The market to validate.
// fn (data_store: IDataStoreDispatcher, market: Market) {
// assert(!market.market_token.is_zero(), MarketError::EMPTY_MARKET);
// let is_market_disabled = data_store.get_bool(keys::is_market_disabled_key(market.market_token));

// match is_market_disabled {
// Option::Some(result) => {
// assert(!result, MarketError::DISABLED_MARKET);
// },
// Option::None => {
// panic_with_felt252(MarketError::DISABLED_MARKET);
// }
// };
// }

/// Validata that the specified market exists and is enabled
/// # Arguments
/// * `data_store` - The data store to use.
Expand All @@ -1772,38 +1635,6 @@ fn validate_enabled_market_address(
) { // TODO
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}

// Check if the given token is a collateral token of the market
// # Arguments
// * `market` - the market to check
// * `token` - the token to check
// fn is_market_collateral_token(market: Market, token: ContractAddress) -> bool {
// token == market.long_token || token == market.short_token
// }

/// Validata if the given token is a collateral token of the market
/// # Arguments
/// * `market` - The market to validate.
/// * `token` - The token to check
// fn validate_market_collateral_token(market: Market, token: ContractAddress) {
// if !is_market_collateral_token(market, token) {
// panic_with_felt252(MarketError::INVALID_COLLATERAL_TOKEN_FOR_MARKET)
// }
// }

/// Get the min collateral factor for open interest
/// # Arguments
/// * `data_store` - The data store to use.
/// * `market` - The market.
/// * `open_interest_delta` - The change in open interest.
/// * `is_long` - Whether it is for the long or short side
fn _for_open_interest(
data_store: IDataStoreDispatcher, market: Market, open_interest_delta: i128, is_long: bool
) -> u128 {
// TODOs
0
}


/// Update the cumulative borrowing factor for a market
/// # Arguments
/// * `data_store` - The data store to use.
Expand Down Expand Up @@ -1831,38 +1662,6 @@ fn update_cumulative_borrowing_factor(
);
}

/// # Arguments
/// * `data_store` - The data store to use.
/// * `market` - The market.
/// * `is_long` - Whether to update the long or short side.
/// * `prev_position_size_in_usd` - The previous position size in USD.
/// * `prev_position_borrowing_factor` - The previous position borrowing factor.
/// * `next_position_size_in_usd` - The next position size in USD.
/// * `next_position_borrowing_factor` - The next position borrowing factor.
// fn update_total_borrowing(
// data_store: IDataStoreDispatcher,
// market: ContractAddress,
// is_long: bool,
// prev_position_size_in_usd: u128,
// prev_position_borrowing_factor: u128,
// next_position_size_in_usd: u128,
// next_position_borrowing_factor: u128
// ) { // TODO
// }

/// Converts a number of market tokens to its USD value.
/// # Arguments
/// * `market_token_amount` - The input number of market tokens.
/// * `pool_value` - The value of the pool.
/// * `supply` - The supply of market tokens.
/// # Returns
/// The USD value of the market tokens.
// fn market_token_amount_to_usd(
// market_token_amount: u128, pool_value: u128, supply: u128
// ) -> u128 { // TODO
// 0
// }

/// Get the virtual inventory for positions.
///
/// # Arguments
Expand Down Expand Up @@ -2241,7 +2040,7 @@ fn get_min_collateral_factor_for_open_interest_multiplier(
// `is_long` - whether to check the long or short side
// # Returns
// The min collateral factor for open interest
fn get_min_collateral_factor_for_open_interest(
fn _for_open_interest(
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data_store: IDataStoreDispatcher, market: Market, open_interest_delta: i128, is_long: bool
) -> u128 {
let mut open_interest: u128 = get_open_interest_for_market_is_long(
Expand All @@ -2264,14 +2063,13 @@ fn get_min_collateral_factor_for_open_interest(
// the total amount of position collateral for a market
fn get_collateral_sum(
data_store: IDataStoreDispatcher,
market: Market,
market: ContractAddress,
collateral_token: ContractAddress,
is_long: bool,
divisor: u128
) -> u128 {
error_utils::check_division_by_zero(divisor, 'get_collaral_sum');
data_store.get_u128(keys::collateral_sum_key(market.market_token, collateral_token, is_long))
/ divisor
data_store.get_u128(keys::collateral_sum_key(market, collateral_token, is_long)) / divisor
}

// Get the reserve factor for a market
Expand Down Expand Up @@ -2813,7 +2611,7 @@ fn market_token_amount_to_usd(market_token_amount: u128, pool_value: u128, suppl
fn validate_enabled_market_check(
data_store: IDataStoreDispatcher, market_address: ContractAddress
) {
let market: Market = get_market(data_store, market_address);
let market: Market = data_store.get_market(market_address).unwrap();
validate_enabled_market(data_store, market);
}

Expand Down Expand Up @@ -2841,7 +2639,7 @@ fn validate_position_market_check(data_store: IDataStoreDispatcher, market: Mark
}

fn validate_position_market(data_store: IDataStoreDispatcher, market_add: ContractAddress) {
let market: Market = get_market(data_store, market_add);
let market: Market = data_store.get_market(market_add).unwrap();
validate_position_market_check(data_store, market);
}

Expand Down Expand Up @@ -2871,13 +2669,13 @@ fn validate_market_collateral_token(market: Market, token: ContractAddress) {
// `data_store - DataStore
// `market_add` - the address of the market
fn get_enabled_market(data_store: IDataStoreDispatcher, market_add: ContractAddress) -> Market {
let market: Market = get_market(data_store, market_add);
let market: Market = data_store.get_market(market_add).unwrap();
validate_enabled_market(data_store, market);
market
}

fn get_swap_path_market(data_store: IDataStoreDispatcher, market_add: ContractAddress) -> Market {
let market: Market = get_market(data_store, market_add);
let market: Market = data_store.get_market(market_add).unwrap();
validate_swap_market(data_store, market);
market
}
Expand Down Expand Up @@ -2940,7 +2738,7 @@ fn validate_max_pnl(
data_store, market, prices, true, pnl_factor_type_for_longs,
);

if (!is_pnl_factor_exceeded_for_longs) {
if (is_pnl_factor_exceeded_for_longs) {
MarketError::PNL_EXCEEDED_FOR_LONGS(is_pnl_factor_exceeded_for_longs);
}

Expand All @@ -2951,7 +2749,7 @@ fn validate_max_pnl(
data_store, market, prices, false, pnl_factor_type_for_shorts,
);

if (!is_pnl_factor_exceeded_for_shorts) {
if (is_pnl_factor_exceeded_for_shorts) {
MarketError::PNL_EXCEEDED_FOR_SHORTS(is_pnl_factor_exceeded_for_shorts);
}
}
Expand Down Expand Up @@ -3020,7 +2818,7 @@ fn set_ui_fee_factor(
) {
let max_ui_fee_factor: u128 = data_store.get_u128(keys::max_ui_fee_factor());

if (ui_fee_factor <= max_ui_fee_factor) {
if (ui_fee_factor > max_ui_fee_factor) {
MarketError::UI_FEE_FACTOR_EXCEEDED(ui_fee_factor, max_ui_fee_factor);
}

Expand Down Expand Up @@ -3064,9 +2862,10 @@ fn validate_market_token_balance_with_token(
market.market_token.is_non_zero() && token.is_non_zero(),
MarketError::EMPTY_ADDRESS_IN_MARKET_TOKEN_BALANCE_VALIDATION
);
let balance_token: u256 = IERC20Dispatcher { contract_address: token }
.balance_of(market.market_token);
let balance: u128 = get_u256_low(balance_token);
let balance: u128 = IERC20Dispatcher { contract_address: token }
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.balance_of(market.market_token)
.low
.into();
let expected_min_balance: u128 = get_expected_min_token_balance(data_store, market, token);

assert(balance >= expected_min_balance, MarketError::INVALID_MARKET_TOKEN_BALANCE);
Expand All @@ -3078,10 +2877,12 @@ fn validate_market_token_balance_with_token(

// use 1 for the getCollateralSum divisor since getCollateralSum does not sum over both the
// longToken and shortToken
let mut collateral_amount: u128 = get_collateral_sum(data_store, market, token, true, 1);
collateral_amount += get_collateral_sum(data_store, market, token, false, 1);
let mut collateral_amount: u128 = get_collateral_sum(
data_store, market.market_token, token, true, 1
);
collateral_amount += get_collateral_sum(data_store, market.market_token, token, false, 1);

if (balance >= collateral_amount) {
if (balance < collateral_amount) {
MarketError::INVALID_MARKET_TOKEN_BALANCE_FOR_COLLATERAL_AMOUNT(balance, collateral_amount);
}

Expand All @@ -3090,7 +2891,7 @@ fn validate_market_token_balance_with_token(

// in case of late liquidations, it may be possible for the claimableFundingFeeAmount to exceed the market token balance
// but this should be very rare
if (balance >= claimable_funding_fee_amount) {
if (balance < claimable_funding_fee_amount) {
MarketError::INVALID_MARKET_TOKEN_BALANCE_FOR_CLAIMABLE_FUNDING(
balance, claimable_funding_fee_amount
);
Expand Down
2 changes: 1 addition & 1 deletion src/position/position_utils.cairo
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -609,7 +609,7 @@ fn will_position_collateral_be_sufficient(
// the position's pnl is not factored into the remainingCollateralUsd value, since
// factoring in a positive pnl may allow the user to manipulate price and bypass this check
// it may be useful to factor in a negative pnl for this check, this can be added if required
let mut min_collateral_factor = market_utils::get_min_collateral_factor_for_open_interest(
let mut min_collateral_factor = market_utils::_for_open_interest(
data_store, market, values.open_interest_delta, is_long
);

Expand Down
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