Vault PNL cut off (#752)

dydxprotocol · Nov 14, 2024 · 4d4e1fb · 4d4e1fb
1 parent a8099e8
commit 4d4e1fb
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Showing 8 changed files with 24 additions and 13 deletions.
diff --git a/build.gradle.kts b/build.gradle.kts
@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.13.27"
+version = "1.13.28"
 
 repositories {
     google()

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt b/src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt
@@ -114,7 +114,7 @@ object VaultCalculator {
             }
         }.filter { entry -> entry.date != null && entry.date >= dataCutoffMs }
 
-        val latestEntry = history.first()
+        val latestEntry = history.firstOrNull() ?: return null
         val latestTime = latestEntry.date ?: Clock.System.now().toEpochMilliseconds().toDouble()
         val thirtyDaysAgoTime = latestTime - 30.days.inWholeMilliseconds
 

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/processor/vault/VaultProcessor.kt b/src/commonMain/kotlin/exchange.dydx.abacus/processor/vault/VaultProcessor.kt
@@ -2,23 +2,24 @@ package exchange.dydx.abacus.processor.vault
 
 import exchange.dydx.abacus.functional.vault.ThirtyDayPnl
 import exchange.dydx.abacus.functional.vault.VaultCalculator
-import exchange.dydx.abacus.processor.base.BaseProcessor
 import exchange.dydx.abacus.processor.wallet.account.AssetPositionProcessor
 import exchange.dydx.abacus.processor.wallet.account.PerpetualPositionProcessor
 import exchange.dydx.abacus.protocols.LocalizerProtocol
 import exchange.dydx.abacus.protocols.ParserProtocol
 import exchange.dydx.abacus.state.internalstate.InternalVaultPositionState
 import exchange.dydx.abacus.state.internalstate.InternalVaultState
+import exchange.dydx.abacus.state.manager.V4Environment
 import indexer.codegen.IndexerMegavaultHistoricalPnlResponse
 import indexer.codegen.IndexerMegavaultPositionResponse
 import indexer.codegen.IndexerTransferBetweenResponse
 import indexer.codegen.IndexerVaultsHistoricalPnlResponse
 import indexer.models.chain.OnChainAccountVaultResponse
 
 internal class VaultProcessor(
-    parser: ParserProtocol,
+    private val parser: ParserProtocol,
+    private val environment: V4Environment?,
     localizer: LocalizerProtocol?,
-) : BaseProcessor(parser) {
+) {
 
     private val perpetualPositionProcessor = PerpetualPositionProcessor(parser, localizer)
     private val assetPositionProcessor = AssetPositionProcessor(parser)
@@ -31,7 +32,10 @@ internal class VaultProcessor(
             return existing
         }
 
-        val newValue = VaultCalculator.calculateVaultSummary(payloads.toTypedArray())
+        val newValue = VaultCalculator.calculateVaultSummary(
+            historicals = payloads.toTypedArray(),
+            dataCutoffMs = environment?.megavaultHistoryStartDateMs ?: 0.0,
+        )
         return if (newValue != existing?.details) {
             existing?.copy(details = newValue) ?: InternalVaultState(details = newValue)
         } else {

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/Environment.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/manager/Environment.kt
@@ -430,6 +430,7 @@ class V4Environment(
     val chainName: String?,
     val chainLogo: String?,
     rewardsHistoryStartDateMs: String,
+    val megavaultHistoryStartDateMs: Double?,
     val megavaultOperatorName: String,
     isMainNet: Boolean,
     endpoints: EnvironmentEndpoints,
@@ -471,6 +472,7 @@ class V4Environment(
             val chainName = parser.asString(data["chainName"])
             val chainLogo = parser.asString(data["chainLogo"])
             val rewardsHistoryStartDateMs = parser.asString(data["rewardsHistoryStartDateMs"]) ?: ServerTime.now().minus(180.days).toEpochMilliseconds().toString()
+            val megavaultHistoryStartDateMs = parser.asDouble(data["megavaultHistoryStartDateMs"])
             val megavaultOperatorName = parser.asString(data["megavaultOperatorName"]) ?: return null
             val isMainNet = parser.asBool(data["isMainNet"]) ?: return null
             val endpoints =
@@ -503,6 +505,7 @@ class V4Environment(
                 chainName = chainName,
                 chainLogo = "$deploymentUri$chainLogo",
                 rewardsHistoryStartDateMs = rewardsHistoryStartDateMs,
+                megavaultHistoryStartDateMs = megavaultHistoryStartDateMs,
                 megavaultOperatorName = megavaultOperatorName,
                 isMainNet = isMainNet,
                 endpoints = endpoints,

diff --git a/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt b/src/commonMain/kotlin/exchange.dydx.abacus/state/model/TradingStateMachine.kt
@@ -121,7 +121,7 @@ open class TradingStateMachine(
         processor
     }
     internal val walletProcessor = WalletProcessor(parser, localizer)
-    internal val vaultProcessor = VaultProcessor(parser, localizer)
+    internal val vaultProcessor = VaultProcessor(parser, environment, localizer)
     internal val configsProcessor = ConfigsProcessor(parser, localizer)
     internal val routerProcessor = SkipProcessor(
         parser = parser,

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/AbacusMockData.kt b/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/AbacusMockData.kt
@@ -60,6 +60,7 @@ class AbacusMockData {
         chainName = "dYdX Chain",
         chainLogo = "dYdX-logo.png",
         rewardsHistoryStartDateMs = "1704844800000",
+        megavaultHistoryStartDateMs = 1704844800000.0,
         megavaultOperatorName = "test",
         isMainNet = false,
         endpoints = EnvironmentEndpoints(

diff --git a/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/VaultMocks.kt b/src/commonTest/kotlin/exchange.dydx.abacus/tests/payloads/VaultMocks.kt
@@ -11,25 +11,28 @@ import indexer.codegen.IndexerPositionSide
 import indexer.codegen.IndexerVaultHistoricalPnl
 import indexer.codegen.IndexerVaultPosition
 import indexer.codegen.IndexerVaultsHistoricalPnlResponse
-import kotlinx.datetime.Instant
+import kotlinx.datetime.Clock
 import kotlinx.serialization.encodeToString
 import kotlinx.serialization.json.Json
+import kotlin.time.Duration.Companion.days
+import kotlin.time.Duration.Companion.hours
 
 internal class VaultMocks {
 
+    val now = Clock.System.now()
     private val megaVaultPnl = IndexerMegavaultHistoricalPnlResponse(
         megavaultPnl = arrayOf(
             IndexerPnlTicksResponseObject(
                 equity = "10000.0",
                 totalPnl = "1000.0",
                 netTransfers = "0.0",
-                createdAt = Instant.fromEpochMilliseconds(1659465600000).toString(),
+                createdAt = now.minus(1.hours).toString(),
             ),
             IndexerPnlTicksResponseObject(
                 equity = "5000.0",
                 totalPnl = "500",
                 netTransfers = "0.0",
-                createdAt = Instant.fromEpochMilliseconds(1659379200000).toString(),
+                createdAt = now.minus(1.hours).minus(1.days).toString(),
             ),
         ),
     )
@@ -43,14 +46,14 @@ internal class VaultMocks {
                 equity = "10500.0",
                 totalPnl = "500.0",
                 netTransfers = "0.0",
-                createdAt = Instant.fromEpochMilliseconds(1659465600000).toString(),
+                createdAt = now.minus(1.hours).toString(),
             ),
             IndexerPnlTicksResponseObject(
                 id = "2",
                 equity = "10000.0",
                 totalPnl = "0.0",
                 netTransfers = "0.0",
-                createdAt = Instant.fromEpochMilliseconds(1659379200000).toString(),
+                createdAt = now.minus(1.hours).minus(1.days).toString(),
             ),
         ),
     )

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                  = '1.13.27'
+    spec.version                  = '1.13.28'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''