Static Typing: Fix isolated market position calculation (#742)

dydxprotocol · Nov 11, 2024 · 30bc0d9 · 30bc0d9
1 parent 6aa4ecf
commit 30bc0d9
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Showing 5 changed files with 32 additions and 18 deletions.
diff --git a/build.gradle.kts b/build.gradle.kts
@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.13.19"
+version = "1.13.20"
 
 repositories {
     google()

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/AccountCalculatorV2.kt b/src/commonMain/kotlin/exchange.dydx.abacus/calculator/V2/AccountCalculatorV2.kt
@@ -115,6 +115,14 @@ internal class AccountCalculatorV2(
         for ((market, childOpenPosition) in childOpenPositions ?: emptyMap()) {
             childOpenPosition.childSubaccountNumber = childSubaccountNumber
 
+            // copying from subaccount to position
+            for (period in CalculationPeriod.entries) {
+                childOpenPosition.calculated[period]?.equity = childSubaccount.calculated[period]?.equity
+                childOpenPosition.calculated[period]?.freeCollateral = childSubaccount.calculated[period]?.freeCollateral
+                childOpenPosition.calculated[period]?.quoteBalance = childSubaccount.calculated[period]?.quoteBalance
+                childOpenPosition.calculated[period]?.marginUsage = childSubaccount.calculated[period]?.marginUsage
+            }
+
             modifiedOpenPositions[market] = childOpenPosition
         }
         parentSubaccount.openPositions = modifiedOpenPositions

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/output/account/SubaccountPosition.kt b/src/commonMain/kotlin/exchange.dydx.abacus/output/account/SubaccountPosition.kt
@@ -295,11 +295,11 @@ data class SubaccountPosition(
                         )
                     }
 
-                    val freeCollateral = if (subaccount != null) {
+                    val freeCollateral = if (position != null) {
                         TradeStatesWithDoubleValues(
-                            current = subaccount.calculated[CalculationPeriod.current]?.freeCollateral,
-                            postOrder = subaccount.calculated[CalculationPeriod.post]?.freeCollateral,
-                            postAllOrders = subaccount.calculated[CalculationPeriod.settled]?.freeCollateral,
+                            current = position.calculated[CalculationPeriod.current]?.freeCollateral,
+                            postOrder = position.calculated[CalculationPeriod.post]?.freeCollateral,
+                            postAllOrders = position.calculated[CalculationPeriod.settled]?.freeCollateral,
                         )
                     } else {
                         TradeStatesWithDoubleValues.create(
@@ -309,11 +309,11 @@ data class SubaccountPosition(
                         )
                     }
 
-                    val marginUsage = if (subaccount != null) {
+                    val marginUsage = if (position != null) {
                         TradeStatesWithDoubleValues(
-                            current = subaccount.calculated[CalculationPeriod.current]?.marginUsage,
-                            postOrder = subaccount.calculated[CalculationPeriod.post]?.marginUsage,
-                            postAllOrders = subaccount.calculated[CalculationPeriod.settled]?.marginUsage,
+                            current = position.calculated[CalculationPeriod.current]?.marginUsage,
+                            postOrder = position.calculated[CalculationPeriod.post]?.marginUsage,
+                            postAllOrders = position.calculated[CalculationPeriod.settled]?.marginUsage,
                         )
                     } else {
                         TradeStatesWithDoubleValues.create(
@@ -323,11 +323,11 @@ data class SubaccountPosition(
                         )
                     }
 
-                    val quoteBalance = if (subaccount != null) {
+                    val quoteBalance = if (position != null) {
                         TradeStatesWithDoubleValues(
-                            current = subaccount.calculated[CalculationPeriod.current]?.quoteBalance,
-                            postOrder = subaccount.calculated[CalculationPeriod.post]?.quoteBalance,
-                            postAllOrders = subaccount.calculated[CalculationPeriod.settled]?.quoteBalance,
+                            current = position.calculated[CalculationPeriod.current]?.quoteBalance,
+                            postOrder = position.calculated[CalculationPeriod.post]?.quoteBalance,
+                            postAllOrders = position.calculated[CalculationPeriod.settled]?.quoteBalance,
                         )
                     } else {
                         TradeStatesWithDoubleValues.create(
@@ -337,11 +337,11 @@ data class SubaccountPosition(
                         )
                     }
 
-                    val equity = if (subaccount != null) {
+                    val equity = if (position != null) {
                         TradeStatesWithDoubleValues(
-                            current = subaccount.calculated[CalculationPeriod.current]?.equity,
-                            postOrder = subaccount.calculated[CalculationPeriod.post]?.equity,
-                            postAllOrders = subaccount.calculated[CalculationPeriod.settled]?.equity,
+                            current = position.calculated[CalculationPeriod.current]?.equity,
+                            postOrder = position.calculated[CalculationPeriod.post]?.equity,
+                            postAllOrders = position.calculated[CalculationPeriod.settled]?.equity,
                         )
                     } else {
                         TradeStatesWithDoubleValues.create(

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/internalstate/InternalState.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/internalstate/InternalState.kt
@@ -429,6 +429,12 @@ internal data class InternalPositionCalculated(
     var size: Double? = null,
     var liquidationPrice: Double? = null,
     var buyingPower: Double? = null,
+    // the following four fields are copied from the subaccount calculated.. this is needed
+    // when grouping subaccounts for isolated margin
+    var equity: Double? = null,
+    var freeCollateral: Double? = null,
+    var marginUsage: Double? = null,
+    var quoteBalance: Double? = null,
 )
 
 internal data class InternalAccountBalanceState(

diff --git a/v4_abacus.podspec b/v4_abacus.podspec
@@ -1,6 +1,6 @@
 Pod::Spec.new do |spec|
     spec.name                     = 'v4_abacus'
-    spec.version                  = '1.13.19'
+    spec.version                  = '1.13.20'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''