wip

protocol/testutil/constants/perpetuals.go

@@ -81,6 +81,15 @@ 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",
@@ -237,6 +246,19 @@ 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,

protocol/x/clob/keeper/deleveraging.go

@@ -395,6 +395,7 @@ func (k Keeper) OffsetSubaccountPerpetualPosition(
 			deltaBaseQuantums,
 			deltaQuoteQuantums,
 		); err == nil {
+			fmt.Printf("!! ProcessDeleveraging succeeced\n")
 			// Update the remaining liquidatable quantums.
 			deltaQuantumsRemaining.Sub(deltaQuantumsRemaining, deltaBaseQuantums)
 			fills = append(fills, types.MatchPerpetualDeleveraging_Fill{
@@ -428,6 +429,7 @@ func (k Keeper) OffsetSubaccountPerpetualPosition(
 				),
 			)
 		} else {
+			fmt.Printf("!! ProcessDeleveraging failed, err = %v\n", err)
 			// If an error is returned, it's likely because the subaccounts' bankruptcy prices do not overlap.
 			// TODO(CLOB-75): Support deleveraging subaccounts with non overlapping bankruptcy prices.
 			liquidatedSubaccount := k.subaccountsKeeper.GetSubaccount(ctx, liquidatedSubaccountId)
@@ -581,6 +583,7 @@ func (k Keeper) ProcessDeleveraging(
 	}
 
 	// Apply the update.
+	// TODO(): OIMF?
 	success, successPerUpdate, err := k.subaccountsKeeper.UpdateSubaccounts(ctx, updates, satypes.Match)
 	if err != nil {
 		return err