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fix liquidation config e2e
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@teddyding
teddyding committed Mar 22, 2024
1 parent b04ffbb commit 1e2a394
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Showing 3 changed files with 36 additions and 31 deletions.
13 changes: 13 additions & 0 deletions protocol/testutil/constants/perpetuals.go
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Original file line number Diff line number Diff line change
Expand Up @@ -264,6 +264,19 @@ var (
FundingIndex: dtypes.ZeroInt(),
OpenInterest: dtypes.ZeroInt(),
}
BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1 = perptypes.Perpetual{
Params: perptypes.PerpetualParams{
Id: 0,
Ticker: "BTC-USD 20/10 margin requirements",
MarketId: uint32(0),
AtomicResolution: int32(-8),
DefaultFundingPpm: int32(0),
LiquidityTier: uint32(3),
MarketType: perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_CROSS,
},
FundingIndex: dtypes.ZeroInt(),
OpenInterest: dtypes.NewInt(100_000_000),
}
BtcUsd_20PercentInitial_10PercentMaintenance_25mmLowerCap_50mmUpperCap = perptypes.Perpetual{
Params: perptypes.PerpetualParams{
Id: 0,
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36 changes: 18 additions & 18 deletions protocol/x/clob/e2e/liquidation_deleveraging_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -65,7 +65,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -115,7 +115,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -163,7 +163,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -225,7 +225,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -287,7 +287,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -353,7 +353,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -425,7 +425,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -498,7 +498,7 @@ func TestLiquidationConfig(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -670,7 +670,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -712,7 +712,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -771,7 +771,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -812,7 +812,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -869,7 +869,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -901,7 +901,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -957,7 +957,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -1022,7 +1022,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {

liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc},

Expand Down Expand Up @@ -1056,7 +1056,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {
liquidationConfig: constants.LiquidationsConfig_FillablePrice_Max_Smmr,
liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc_Final_Settlement},

Expand Down Expand Up @@ -1085,7 +1085,7 @@ func TestPlacePerpetualLiquidation_Deleveraging(t *testing.T) {
liquidationConfig: constants.LiquidationsConfig_FillablePrice_Max_Smmr,
liquidityTiers: constants.LiquidityTiers,
perpetuals: []perptypes.Perpetual{
constants.BtcUsd_20PercentInitial_10PercentMaintenance,
constants.BtcUsd_20PercentInitial_10PercentMaintenance_OpenInterest1,
},
clobPairs: []clobtypes.ClobPair{constants.ClobPair_Btc_Final_Settlement},

Expand Down
18 changes: 5 additions & 13 deletions protocol/x/perpetuals/genesis.go
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Original file line number Diff line number Diff line change
Expand Up @@ -35,22 +35,14 @@ func InitGenesis(ctx sdk.Context, k keeper.Keeper, genState types.GenesisState)
}
}

// Create all the perpetuals.
// Initialize all the perpetuals.
// Instead of calling `CreatePerpetual`, we call `SetPerpetual` directly to
// to allow initializing non-zero open interest/funding index at genesis.
for _, elem := range genState.Perpetuals {
_, err := k.CreatePerpetual(
k.SetPerpetual(
ctx,
elem.Params.Id,
elem.Params.Ticker,
elem.Params.MarketId,
elem.Params.AtomicResolution,
elem.Params.DefaultFundingPpm,
elem.Params.LiquidityTier,
elem.Params.MarketType,
elem,
)

if err != nil {
panic(err)
}
}
}

Expand Down

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