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Partial Collateralization & Liquidation (#382)
* Controller modifications for partial collateralization (#368) * update OpenVaultArgs; set vault type; add vaultLatestUpdate * fix build * fix tests * fix integration tests * add vault type to event * increase tests coverage * update comment Co-authored-by: aparnakr <aparnalocked@gmail.com> Co-authored-by: aparnakr <aparnalocked@gmail.com> * Update chainlink interface to V3 (#369) * update chainlink interface to V3 * add decimals() scaling * Chainlink historical price (#370) * update OpenVaultArgs; set vault type; add vaultLatestUpdate * fix build * fix tests * fix integration tests * add vault type to event * increase tests coverage * update chainlink interface to V3 * add historical price function * fix integration tests * add tests * add more tests * typo Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * add decimals() scaling Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * fix the controller harness (#373) * Partial collateralization margin check (#371) * update OpenVaultArgs; set vault type; add vaultLatestUpdate * fix build * fix tests * fix integration tests * add vault type to event * increase tests coverage * update chainlink interface to V3 * add historical price function * fix integration tests * add tests * add more tests * add sync function * just checking that vault is not under water at settling, and boom encountered stack tooo deep :p * change variables scope * add vault type to getVault() * fix tests to work with the getVault() modification * update getVault() to return latestUpdateTimestamp; add test for sync() * add owner functions * fix typo * set oracle deviation value * fix build * add vaultType to getExcessCollateral * check margin if naked vault and not expired yet * fix tests * add _findUpperBoundValue() * add getter functions * add test coverage * improve coverage * typo Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * add decimals() scaling * re-order functions; increase coverage * _getNakedMarginRequired() * _getNakedMarginRequired() test * re-run CI * update package-lock.json * lint contracts * lint test files * improve coverage * more margin required tests * more margin required tests * fix bug * call tests * improve comment * add view function to get required margin for specific product * add backward compatibility for openVault action * more tests * refactor _getProductHash * refactor * test settling undercollateralized vault * tests for removing collateral from expired positions * updated harness * remove console.log() * clean Co-authored-by: Anton Cheng <antonassocareer@gmail.com> Co-authored-by: Shelly Grossman <shellygr151@gmail.com> * Opyn liquidation (#378) * update OpenVaultArgs; set vault type; add vaultLatestUpdate * fix build * fix tests * fix integration tests * add vault type to event * increase tests coverage * update chainlink interface to V3 * add historical price function * fix integration tests * add tests * add more tests * add sync function * just checking that vault is not under water at settling, and boom encountered stack tooo deep :p * change variables scope * add vault type to getVault() * fix tests to work with the getVault() modification * update getVault() to return latestUpdateTimestamp; add test for sync() * add owner functions * fix typo * set oracle deviation value * fix build * add vaultType to getExcessCollateral * check margin if naked vault and not expired yet * fix tests * add _findUpperBoundValue() * add getter functions * add test coverage * improve coverage * typo Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * add decimals() scaling * re-order functions; increase coverage * _getNakedMarginRequired() * _getNakedMarginRequired() test * re-run CI * update package-lock.json * lint contracts * lint test files * improve coverage * more margin required tests * more margin required tests * fix bug * call tests * improve comment * add view function to get required margin for specific product * add backward compatibility for openVault action * more tests * refactor _getProductHash * refactor * test settling undercollateralized vault * add liquidate action args * liquidate action args tests * get liquidation price; check if vault is liquidatable * add comments * init tests * liquidate * fix tests * more tests * add comments * liquidation price testing * more tests * change AUCTION_TIME scaling * tests * tests * fix calculation; more tests * fix collateral to sell calculation * full liquidation tests * partially liquidation test * add function description * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * rename var; refactor util function * natspec comments * clean tests * require dust amount is greater than zero * set bignumber config * fix coverage * update circleci config * fix tests * clean code * clean Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clean * fix build * add requirement for spot shock value * fix typo * cap liquidation price * fix capping * fix tests * add tests for call position * add natspec comment * fix timestamp check * fix tests * fix tests Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * Gamma partial collateralization: integration tests (#381) * update OpenVaultArgs; set vault type; add vaultLatestUpdate * fix build * fix tests * fix integration tests * add vault type to event * increase tests coverage * update chainlink interface to V3 * add historical price function * fix integration tests * add tests * add more tests * add sync function * just checking that vault is not under water at settling, and boom encountered stack tooo deep :p * change variables scope * add vault type to getVault() * fix tests to work with the getVault() modification * update getVault() to return latestUpdateTimestamp; add test for sync() * add owner functions * fix typo * set oracle deviation value * fix build * add vaultType to getExcessCollateral * check margin if naked vault and not expired yet * fix tests * add _findUpperBoundValue() * add getter functions * add test coverage * improve coverage * typo Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * add decimals() scaling * re-order functions; increase coverage * _getNakedMarginRequired() * _getNakedMarginRequired() test * re-run CI * update package-lock.json * lint contracts * lint test files * improve coverage * more margin required tests * more margin required tests * fix bug * call tests * improve comment * add view function to get required margin for specific product * add backward compatibility for openVault action * more tests * refactor _getProductHash * refactor * test settling undercollateralized vault * add liquidate action args * liquidate action args tests * get liquidation price; check if vault is liquidatable * add comments * init tests * liquidate * fix tests * more tests * add comments * liquidation price testing * more tests * change AUCTION_TIME scaling * tests * tests * fix calculation; more tests * fix collateral to sell calculation * full liquidation tests * partially liquidation test * add function description * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clear Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * rename var; refactor util function * natspec comments * clean tests * require dust amount is greater than zero * set bignumber config * fix coverage * update circleci config * fix tests * clean code * clean Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * clean * fix build * add requirement for spot shock value * fix typo * cap liquidation price * fix capping * fix tests * add tests for call position * clean * add natspec comment * add natspec comment * init integration tests * more tests * fix timestamp check * more tests * fix tests * fix tests * more tests * init call integration tests * more tests * fix tests * more tests * add more tests for put and call naked margin positions * chore: undo vault type changes * fix tests * fix unit tests * fix integration tests for call Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * Merge setProductTimeToExpiry() & setTimeToExpiryValue() into setUpperBoundValues() (#385) * add setUpperBoundValues() * update tests * fix unit tests * fix integration tests * integration-tests:fix collateral check after liquidation * assert liquidation price is greater than zero when testing liquidation scenarios * clean * unit tests:setUpperBoundValues() * improve margin calculator coverage * fix integration tests * updateUpperBoundValue() * improve updateUpperBoundValue() coverage * Improve comments in Calculator & Controller (#389) * improve comments * Improve comment in Controller * fix build failing * remove unused code * remove LiquidationStatus struct (#390) * improve comments * Improve comment in Controller * fix build failing * remove LiquidationStatus struct * revert package.json change * Fix wrong sign * improve comments * Improve comment in Controller * fix build failing * remove unused code * remove LiquidationStatus struct * revert package.json change * Fix wrong sign Co-authored-by: Haythem Sellami <sellamihaythem96@gmail.com> * Fix tests (#396) * fix tests * update error delta * Refactor marginVault to reduce # of SLOAD (#380) * refactor marginVault to reduce # of SLOAD * Apply change to addCollateral and removeCollateral * Simplify remove logic * keep the old if block * remove duplicated logic in _getCashValue and _getExpiredCashValue (#394) * update _isMarginableLong() verification order (#398) * Add donate feature (#399) * add donate() * add tests * fix tests * add function comment * rm BigNumber rounding mode config in MarginCalculator liquidation unit test * rm BigNumber config settings * Disable withdrawing collateral after expiry (#397) * undo _withdrawCollateral() changes and update revert messages * update error messages * update tests: * Update error code Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * Add public getMarginRequired() (#400) * add external _getMarginRequired() * update getMarginRequired() * rename variables (#401) * chore: update comment * chore:clean & update comments * Update yearn pricer (#402) * fix yearn pricer to work with the new OpynPricerInterface * update revert message Co-authored-by: Anton Cheng <antonassocareer@gmail.com> Co-authored-by: Anton Cheng <antonassocareer@gmail.com> * Refactor: Rename state variables, events, & external functions (#403) * refactor: productToTimeToExpiry -> timesToExpiryForProduct * refactor: ProductTimeToExpiryAdded -> TimeToExpiryAdded * refactor: getProductTimeToExpiry -> getTimesToExpiry * refactor: timeToExpiryToMaxPrice -> maxPriceAtTimeToExpiry * refactor: TimeToExpiryValueAdded -> MaxPriceAdded * refactor: getTimeToExpiryValue -> getMaxPrice * docs: misc spotShock mapping comment update * fix compiler warnings & move to core folder * Fix certora contracts path (#404) * fix: contracts path * fix harness contracts path Co-authored-by: aparnakr <aparnalocked@gmail.com> Co-authored-by: Anton Cheng <antonassocareer@gmail.com> Co-authored-by: Shelly Grossman <shellygr151@gmail.com> Co-authored-by: CruzMolina <7537712+CruzMolina@users.noreply.github.com> Co-authored-by: Cruz Molina <cruz.adam.molina@gmail.com>
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May 7, 2021
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