refactor(perp): rename amm.MarkPrice -> amm.InstMarkPrice to reflect …

…that it's instantaneous
NibiruChain · Sep 13, 2023 · 27d1821 · 27d1821
1 parent c23b000
commit 27d1821
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Showing 6 changed files with 9 additions and 9 deletions.
diff --git a/x/perp/v2/types/amm.go b/x/perp/v2/types/amm.go
@@ -55,7 +55,7 @@ func (amm AMM) SettlementPrice() (price sdk.Dec, newAmm AMM, err error) {
 	// bias: open interest (base) skew in the AMM.
 	bias := amm.Bias()
 	if bias.IsZero() {
-		return amm.MarkPrice(), amm, nil
+		return amm.InstMarkPrice(), amm, nil
 	}
 
 	var dir Direction
@@ -185,10 +185,10 @@ func (amm AMM) GetQuoteReserveAmt(
 	return quoteReserveDelta, nil
 }
 
-// MarkPrice: Returns the instantaneous mark price of the trading pair.
+// InstMarkPrice: Returns the instantaneous mark price of the trading pair.
 // This is the price if the AMM has zero slippage, or equivalently, if there's
 // infinite liquidity depth with the same ratio of reserves.
-func (amm AMM) MarkPrice() sdk.Dec {
+func (amm AMM) InstMarkPrice() sdk.Dec {
 	if amm.BaseReserve.IsNil() || amm.BaseReserve.IsZero() ||
 		amm.QuoteReserve.IsNil() || amm.QuoteReserve.IsZero() {
 		return sdk.ZeroDec()

diff --git a/x/perp/v2/types/amm_test.go b/x/perp/v2/types/amm_test.go
@@ -102,7 +102,7 @@ func TestSwapBaseAsset(t *testing.T) {
 					TotalLong:       tc.expectedTotalLong,
 					TotalShort:      tc.expectedTotalShort,
 				}, *amm)
-				assert.Equal(t, tc.expectedMarkPrice, amm.MarkPrice())
+				assert.Equal(t, tc.expectedMarkPrice, amm.InstMarkPrice())
 			}
 		})
 	}
@@ -200,7 +200,7 @@ func TestSwapQuoteAsset(t *testing.T) {
 					TotalLong:       tc.expectedTotalLong,
 					TotalShort:      tc.expectedTotalShort,
 				}, *amm)
-				assert.Equal(t, tc.expectedMarkPrice, amm.MarkPrice())
+				assert.Equal(t, tc.expectedMarkPrice, amm.InstMarkPrice())
 			}
 		})
 	}

diff --git a/x/wasm/binding/cw_struct/cw_query.go b/x/wasm/binding/cw_struct/cw_query.go
@@ -111,7 +111,7 @@ func NewMarket(appMarket perpv2types.Market, appAmm perpv2types.AMM, indexPrice,
 			MaintenanceMarginRatio: appMarket.MaintenanceMarginRatio,
 			MaxLeverage:            appMarket.MaxLeverage,
 		},
-		MarkPrice:   appAmm.MarkPrice(),
+		MarkPrice:   appAmm.InstMarkPrice(),
 		IndexPrice:  indexPrice,
 		TwapMark:    twapMark,
 		BlockNumber: sdk.NewInt(blockNumber),

diff --git a/x/wasm/binding/cw_struct/cw_test.go b/x/wasm/binding/cw_struct/cw_test.go
@@ -68,7 +68,7 @@ func (s *TestSuiteBindingJsonTypes) TestToAppMarket() {
 			ammMarket.Market,
 			ammMarket.Amm,
 			"index price",
-			ammMarket.Amm.MarkPrice().String(),
+			ammMarket.Amm.InstMarkPrice().String(),
 			dummyBlockHeight,
 		)
 

diff --git a/x/wasm/binding/querier.go b/x/wasm/binding/querier.go
@@ -174,7 +174,7 @@ func (perpExt *PerpQuerier) AllMarkets(
 				MaintenanceMarginRatio: pbMarket.Market.MaintenanceMarginRatio,
 				MaxLeverage:            pbMarket.Market.MaxLeverage,
 			},
-			MarkPrice: pbMarket.Amm.MarkPrice(),
+			MarkPrice: pbMarket.Amm.InstMarkPrice(),
 			// IndexPrice:  pbPrice.IndexPrice,
 			// TwapMark:    pbPrice.TwapMark,
 			BlockNumber: sdk.NewInt(ctx.BlockHeight()),

diff --git a/x/wasm/binding/querier_test.go b/x/wasm/binding/querier_test.go
@@ -217,7 +217,7 @@ func (s *TestSuiteQuerier) TestQueryAllMarkets() {
 		s.Assert().EqualValues(marketAmm.Amm.TotalLong, cwMarket.TotalLong)
 		s.Assert().EqualValues(marketAmm.Amm.TotalShort, cwMarket.TotalShort)
 		s.Assert().EqualValues(marketAmm.Amm.PriceMultiplier.String(), cwMarket.PegMult.String())
-		s.Assert().EqualValues(marketAmm.Amm.MarkPrice().String(), cwMarket.MarkPrice.String())
+		s.Assert().EqualValues(marketAmm.Amm.InstMarkPrice().String(), cwMarket.MarkPrice.String())
 		s.Assert().EqualValues(s.ctx.BlockHeight(), cwMarket.BlockNumber.Int64())
 	}
 }