[TRA-139] Add logic to transfer collateral when open/close isolated p…

…erpetual position. (#1200)

protocol/testutil/constants/positions.go

@@ -76,7 +76,7 @@ var (
 	// Long position for arbitrary isolated market
 	PerpetualPosition_OneISOLong = satypes.PerpetualPosition{
 		PerpetualId:  3,
-		Quantums:     dtypes.NewInt(100_000_000),
+		Quantums:     dtypes.NewInt(1_000_000_000),
 		FundingIndex: dtypes.NewInt(0),
 	}
 	PerpetualPosition_OneISO2Long = satypes.PerpetualPosition{

protocol/x/subaccounts/keeper/isolated_subaccount.go

@@ -2,10 +2,12 @@ package keeper
 
 import (
 	"math"
+	"math/big"
 
 	errorsmod "cosmossdk.io/errors"
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/dydxprotocol/v4-chain/protocol/lib"
+	assettypes "github.com/dydxprotocol/v4-chain/protocol/x/assets/types"
 	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 	"github.com/dydxprotocol/v4-chain/protocol/x/subaccounts/types"
 )
@@ -22,7 +24,7 @@ import (
 // caused a failure, if any.
 func (k Keeper) checkIsolatedSubaccountConstraints(
 	ctx sdk.Context,
-	settledUpdates []settledUpdate,
+	settledUpdates []SettledUpdate,
 	perpetuals []perptypes.Perpetual,
 ) (
 	success bool,
@@ -31,11 +33,7 @@ func (k Keeper) checkIsolatedSubaccountConstraints(
 ) {
 	success = true
 	successPerUpdate = make([]types.UpdateResult, len(settledUpdates))
-	var perpIdToMarketType = make(map[uint32]perptypes.PerpetualMarketType)
-
-	for _, perpetual := range perpetuals {
-		perpIdToMarketType[perpetual.GetId()] = perpetual.Params.MarketType
-	}
+	perpIdToMarketType := getPerpIdToMarketTypeMap(perpetuals)
 
 	for i, u := range settledUpdates {
 		result, err := isValidIsolatedPerpetualUpdates(u, perpIdToMarketType)
@@ -63,7 +61,7 @@ func (k Keeper) checkIsolatedSubaccountConstraints(
 //   - a subaccount with no positions cannot be updated to have positions in multiple isolated
 //     perpetuals or a combination of isolated and non-isolated perpetuals
 func isValidIsolatedPerpetualUpdates(
-	settledUpdate settledUpdate,
+	settledUpdate SettledUpdate,
 	perpIdToMarketType map[uint32]perptypes.PerpetualMarketType,
 ) (types.UpdateResult, error) {
 	// If there are no perpetual updates, then this update does not violate constraints for isolated
@@ -140,3 +138,222 @@ func isValidIsolatedPerpetualUpdates(
 
 	return types.Success, nil
 }
+
+// GetIsolatedPerpetualStateTransition computes whether an isolated perpetual position will be
+// opened or closed for a subaccount.
+// This function assumes that the subaccount is valid under isolated perpetual constraints.
+// The input `settledUpdate` must have an updated subaccount (`settledUpdate.SettledSubaccount`),
+// so all the updates must have been applied already to the subaccount.
+func GetIsolatedPerpetualStateTransition(
+	settledUpdateWithUpdatedSubaccount SettledUpdate,
+	perpetuals []perptypes.Perpetual,
+) (*types.IsolatedPerpetualPositionStateTransition, error) {
+	perpIdToMarketType := getPerpIdToMarketTypeMap(perpetuals)
+	// This subaccount needs to have had the updates in the `settledUpdate` already applied to it.
+	updatedSubaccount := settledUpdateWithUpdatedSubaccount.SettledSubaccount
+	// If there are no perpetual updates, then no perpetual position could have been opened or closed
+	// on the subaccount.
+	if len(settledUpdateWithUpdatedSubaccount.PerpetualUpdates) == 0 {
+		return nil, nil
+	}
+
+	// If there are more than 1 valid perpetual update, or more than 1 valid perpetual position on the
+	// subaccount, it is not isolated to an isolated perpetual, and so no isolated perpetual position
+	// could have been opened or closed.
+	if len(settledUpdateWithUpdatedSubaccount.PerpetualUpdates) > 1 ||
+		len(updatedSubaccount.PerpetualPositions) > 1 {
+		return nil, nil
+	}
+
+	// Now, from the above checks, we know there is only a single perpetual update and 0 or 1 perpetual
+	// positions.
+	perpetualUpdate := settledUpdateWithUpdatedSubaccount.PerpetualUpdates[0]
+	marketType, exists := perpIdToMarketType[perpetualUpdate.PerpetualId]
+	if !exists {
+		return nil, errorsmod.Wrap(
+			perptypes.ErrPerpetualDoesNotExist, lib.UintToString(perpetualUpdate.PerpetualId),
+		)
+	}
+	// If the perpetual update is not for an isolated perpetual, no isolated perpetual position is
+	// being opened or closed.
+	if marketType != perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_ISOLATED {
+		return nil, nil
+	}
+
+	// If the updated subaccount does not have any perpetual positions, then an isolated perpetual
+	// position must have been closed due to the perpetual update.
+	if len(updatedSubaccount.PerpetualPositions) == 0 {
+		return &types.IsolatedPerpetualPositionStateTransition{
+			SubaccountId:  updatedSubaccount.Id,
+			PerpetualId:   perpetualUpdate.PerpetualId,
+			QuoteQuantums: updatedSubaccount.GetUsdcPosition(),
+			Transition:    types.Closed,
+		}, nil
+	}
+
+	// After the above checks, the subaccount must have only a single perpetual position, which is for
+	// the same isolated perpetual as the perpetual update.
+	perpetualPosition := updatedSubaccount.PerpetualPositions[0]
+	// If the size of the update and the position are the same, the perpetual update must have opened
+	// the position.
+	if perpetualUpdate.GetBigQuantums().Cmp(perpetualPosition.GetBigQuantums()) == 0 {
+		if len(settledUpdateWithUpdatedSubaccount.AssetUpdates) != 1 {
+			return nil, errorsmod.Wrapf(
+				types.ErrFailedToUpdateSubaccounts,
+				"Subaccount with id %v opened perpteual position with perpetual id %d with invalid number of"+
+					" changes to asset positions (%d), should only be 1 asset update",
+				updatedSubaccount.Id,
+				perpetualUpdate.PerpetualId,
+				len(settledUpdateWithUpdatedSubaccount.AssetUpdates),
+			)
+		}
+		if settledUpdateWithUpdatedSubaccount.AssetUpdates[0].AssetId != assettypes.AssetUsdc.Id {
+			return nil, errorsmod.Wrapf(
+				types.ErrFailedToUpdateSubaccounts,
+				"Subaccount with id %v opened perpteual position with perpetual id %d without a change to the"+
+					" quote currency's asset position.",
+				updatedSubaccount.Id,
+				perpetualUpdate.PerpetualId,
+			)
+		}
+		// Collateral equal to the quote currency asset position before the update was applied needs to be transferred.
+		// Subtract the delta from the updated subaccount's quote currency asset position size to get the size
+		// of the quote currency asset position.
+		quoteQuantumsBeforeUpdate := new(big.Int).Sub(
+			updatedSubaccount.GetUsdcPosition(),
+			settledUpdateWithUpdatedSubaccount.AssetUpdates[0].GetBigQuantums(),
+		)
+		return &types.IsolatedPerpetualPositionStateTransition{
+			SubaccountId:  updatedSubaccount.Id,
+			PerpetualId:   perpetualUpdate.PerpetualId,
+			QuoteQuantums: quoteQuantumsBeforeUpdate,
+			Transition:    types.Opened,
+		}, nil
+	}
+
+	// The isolated perpetual position changed size but was not opened or closed.
+	return nil, nil
+}
+
+// transferCollateralForIsolatedPerpetual transfers collateral between an isolated collateral pool
+// and the cross-perpetual collateral pool based on whether an isolated perpetual position was
+// opened or closed in a subaccount.
+// Note: This uses the `x/bank` keeper and modifies `x/bank` state.
+func (k *Keeper) transferCollateralForIsolatedPerpetual(
+	ctx sdk.Context,
+	stateTransition *types.IsolatedPerpetualPositionStateTransition,
+) error {
+	// No collateral to transfer if no state transition.
+	if stateTransition == nil {
+		return nil
+	}
+
+	// If there are zero quantums to transfer, don't transfer collateral.
+	if stateTransition.QuoteQuantums.Sign() == 0 {
+		return nil
+	}
+
+	isolatedCollateralPoolAddr, err := k.GetCollateralPoolFromPerpetualId(ctx, stateTransition.PerpetualId)
+	if err != nil {
+		return err
+	}
+	var toModuleAddr sdk.AccAddress
+	var fromModuleAddr sdk.AccAddress
+
+	// If an isolated perpetual position was opened in the subaccount, then move collateral from the
+	// cross-perpetual collateral pool to the isolated perpetual collateral pool.
+	if stateTransition.Transition == types.Opened {
+		toModuleAddr = isolatedCollateralPoolAddr
+		fromModuleAddr = types.ModuleAddress
+		// If the isolated perpetual position was closed, then move collateral from the isolated
+		// perpetual collateral pool to the cross-perpetual collateral pool.
+	} else if stateTransition.Transition == types.Closed {
+		toModuleAddr = types.ModuleAddress
+		fromModuleAddr = isolatedCollateralPoolAddr
+	} else {
+		// Should never hit this.
+		return errorsmod.Wrapf(
+			types.ErrFailedToUpdateSubaccounts,
+			"Invalid state transition %v for isolated perpetual with id %d in subaccount with id %v",
+			stateTransition,
+			stateTransition.PerpetualId,
+			stateTransition.SubaccountId,
+		)
+	}
+
+	// Invalid to transfer negative quantums. This should already be caught by collateralization
+	// checks as well.
+	if stateTransition.QuoteQuantums.Sign() == -1 {
+		return errorsmod.Wrapf(
+			types.ErrFailedToUpdateSubaccounts,
+			"Subaccount with id %v %s perpteual position with perpetual id %d with negative collateral %s to transfer",
+			stateTransition.SubaccountId,
+			stateTransition.Transition.String(),
+			stateTransition.PerpetualId,
+			stateTransition.QuoteQuantums.String(),
+		)
+	}
+
+	// Transfer collateral between collateral pools.
+	_, coinToTransfer, err := k.assetsKeeper.ConvertAssetToCoin(
+		ctx,
+		// TODO(DEC-715): Support non-USDC assets.
+		assettypes.AssetUsdc.Id,
+		stateTransition.QuoteQuantums,
+	)
+	if err != nil {
+		return err
+	}
+
+	if err = k.bankKeeper.SendCoins(
+		ctx,
+		fromModuleAddr,
+		toModuleAddr,
+		[]sdk.Coin{coinToTransfer},
+	); err != nil {
+		return err
+	}
+
+	return nil
+}
+
+// computeAndExecuteCollateralTransfer computes collateral transfers resulting from updates to
+// a subaccount and executes the collateral transfer using `x/bank`.`
+// The input `settledUpdate` must have an updated subaccount (`settledUpdate.SettledSubaccount`),
+// so all the updates must have been applied already to the subaccount.
+// Note: This uses the `x/bank` keeper and modifies `x/bank` state.
+func (k *Keeper) computeAndExecuteCollateralTransfer(
+	ctx sdk.Context,
+	settledUpdateWithUpdatedSubaccount SettledUpdate,
+	perpetuals []perptypes.Perpetual,
+) error {
+	// The subaccount in `settledUpdateWithUpdatedSubaccount` already has the perpetual updates
+	// and asset updates applied to it.
+	stateTransition, err := GetIsolatedPerpetualStateTransition(
+		settledUpdateWithUpdatedSubaccount,
+		perpetuals,
+	)
+	if err != nil {
+		return err
+	}
+	if err := k.transferCollateralForIsolatedPerpetual(
+		ctx,
+		stateTransition,
+	); err != nil {
+		return err
+	}
+
+	return nil
+}
+
+func getPerpIdToMarketTypeMap(
+	perpetuals []perptypes.Perpetual,
+) map[uint32]perptypes.PerpetualMarketType {
+	var perpIdToMarketType = make(map[uint32]perptypes.PerpetualMarketType)
+
+	for _, perpetual := range perpetuals {
+		perpIdToMarketType[perpetual.GetId()] = perpetual.Params.MarketType
+	}
+
+	return perpIdToMarketType
+}