internalCanUpdate uses OIMF; need to fix e2e

dydxprotocol · Mar 19, 2024 · 6b03c0a · 6b03c0a
1 parent 6bcd294
commit 6b03c0a
Show file tree

Hide file tree

Showing 19 changed files with 1,232 additions and 58 deletions.
diff --git a/protocol/mocks/PerpetualsKeeper.go b/protocol/mocks/PerpetualsKeeper.go
diff --git a/protocol/testutil/constants/perpetuals.go b/protocol/testutil/constants/perpetuals.go
@@ -1,6 +1,8 @@
 package constants
 
 import (
+	"math/big"
+
 	"github.com/dydxprotocol/v4-chain/protocol/dtypes"
 	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 )
@@ -81,6 +83,15 @@ var LiquidityTiers = []perptypes.LiquidityTier{
 		MaintenanceFractionPpm: 1_000_000,
 		ImpactNotional:         50_454_000_000,
 	},
+	{
+		Id:                     9,
+		Name:                   "9",
+		InitialMarginPpm:       200_000, // 20%
+		MaintenanceFractionPpm: 500_000, // 20% * 0.5 = 10%
+		ImpactNotional:         2_500_000_000,
+		OpenInterestUpperCap:   50_000_000_000_000, // 50mm USDC
+		OpenInterestLowerCap:   25_000_000_000_000, // 25mm USDC
+	},
 	{
 		Id:                     101,
 		Name:                   "101",
@@ -90,6 +101,22 @@ var LiquidityTiers = []perptypes.LiquidityTier{
 	},
 }
 
+// Perpetual OI setup in tests
+var (
+	BtcUsd_OpenInterest1_AtomicRes8 = perptypes.OpenInterestDelta{
+		PerpetualId:       0,
+		BaseQuantumsDelta: big.NewInt(100_000_000),
+	}
+	EthUsd_OpenInterest1_AtomicRes9 = perptypes.OpenInterestDelta{
+		PerpetualId:       1,
+		BaseQuantumsDelta: big.NewInt(1_000_000_000),
+	}
+	DefaultTestPerpOIs = []perptypes.OpenInterestDelta{
+		BtcUsd_OpenInterest1_AtomicRes8,
+		EthUsd_OpenInterest1_AtomicRes9,
+	}
+)
+
 // Perpetual genesis parameters.
 const TestFundingRateClampFactorPpm = 6_000_000
 const TestPremiumVoteClampFactorPpm = 60_000_000
@@ -237,6 +264,19 @@ var (
 		FundingIndex: dtypes.ZeroInt(),
 		OpenInterest: dtypes.ZeroInt(),
 	}
+	BtcUsd_20PercentInitial_10PercentMaintenance_25mmLowerCap_50mmUpperCap = 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(9),
+			MarketType:        perptypes.PerpetualMarketType_PERPETUAL_MARKET_TYPE_CROSS,
+		},
+		FundingIndex: dtypes.ZeroInt(),
+		OpenInterest: dtypes.ZeroInt(),
+	}
 	BtcUsd_NoMarginRequirement = perptypes.Perpetual{
 		Params: perptypes.PerpetualParams{
 			Id:                0,

diff --git a/protocol/testutil/perpetuals/perpetuals.go b/protocol/testutil/perpetuals/perpetuals.go
@@ -2,8 +2,13 @@ package perpetuals
 
 import (
 	"math/big"
+	"testing"
+
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/stretchr/testify/require"
 
 	"github.com/dydxprotocol/v4-chain/protocol/dtypes"
+	"github.com/dydxprotocol/v4-chain/protocol/testutil/constants"
 	perptypes "github.com/dydxprotocol/v4-chain/protocol/x/perpetuals/types"
 )
 
@@ -114,3 +119,26 @@ func abs(n int64) int64 {
 	}
 	return n
 }
+
+func SetUpDefaultPerpOIsForTest(
+	t *testing.T,
+	ctx sdk.Context,
+	k perptypes.PerpetualsKeeper,
+	perps []perptypes.Perpetual,
+) {
+	for _, perpOI := range constants.DefaultTestPerpOIs {
+		for _, perp := range perps {
+			if perp.Params.Id != perpOI.PerpetualId {
+				continue
+			}
+			// If the perpetual exists in input, set up the open interest.
+			require.NoError(t,
+				k.ModifyOpenInterest(
+					ctx,
+					perp.Params.Id,
+					perpOI.BaseQuantumsDelta,
+				),
+			)
+		}
+	}
+}