feat: unallocated usdc in vault positions table (#712)

build.gradle.kts

@@ -52,7 +52,7 @@ allprojects {
 }
 
 group = "exchange.dydx.abacus"
-version = "1.12.27"
+version = "1.12.28"
 
 repositories {
     google()

src/commonMain/kotlin/exchange.dydx.abacus/functional/vault/Vault.kt

@@ -145,25 +145,54 @@ object VaultCalculator {
         )
     }
 
+    private fun maybeAddUsdcRow(positions: List<VaultPosition>, vaultTvl: Double?): List<VaultPosition> {
+        if (vaultTvl != null) {
+            val usdcTotal = vaultTvl - positions.sumOf { it.marginUsdc ?: 0.0 }
+
+            // add a usdc row
+            return positions + VaultPosition(
+                marketId = "USDC-USD",
+                marginUsdc = usdcTotal,
+                equityUsdc = usdcTotal,
+                currentLeverageMultiple = 1.0,
+                currentPosition = CurrentPosition(
+                    asset = usdcTotal,
+                    usdc = usdcTotal,
+                ),
+                thirtyDayPnl = ThirtyDayPnl(
+                    percent = 0.0,
+                    absolute = 0.0,
+                    sparklinePoints = null,
+                ),
+            )
+        }
+        return positions
+    }
+
     fun calculateVaultPositions(
         positions: IndexerMegavaultPositionResponse?,
         histories: IndexerVaultsHistoricalPnlResponse?,
-        markets: IMap<String, PerpetualMarket>?
+        markets: IMap<String, PerpetualMarket>?,
+        vaultTvl: Double?,
     ): VaultPositions? {
         if (positions?.positions == null) {
             return null
         }
 
         val historiesMap = histories?.vaultsPnl?.associateBy { it.ticker }
 
+        var processedPositions = positions.positions.mapNotNull {
+            calculateVaultPosition(
+                it,
+                historiesMap?.get(it.ticker),
+                markets?.get(it.ticker),
+            )
+        }
+
+        processedPositions = maybeAddUsdcRow(processedPositions, vaultTvl)
+
         return VaultPositions(
-            positions = positions.positions.mapNotNull {
-                calculateVaultPosition(
-                    it,
-                    historiesMap?.get(it.ticker),
-                    markets?.get(it.ticker),
-                )
-            }.toIList(),
+            positions = processedPositions.toIList(),
         )
     }
 
@@ -175,7 +204,7 @@ object VaultCalculator {
             return null
         }
 
-        val positions: List<VaultPosition>? = vault.positions?.mapNotNull { position ->
+        var positions: List<VaultPosition> = vault.positions.mapNotNull { position ->
             val ticker = position.ticker ?: return@mapNotNull null
             val history = vault.pnls.get(ticker)
             val market = markets?.get(ticker)
@@ -188,7 +217,10 @@ object VaultCalculator {
                 perpetualMarket = market,
             )
         }
-        return VaultPositions(positions = positions?.toIList())
+
+        positions = maybeAddUsdcRow(positions, vault.details?.totalValue)
+
+        return VaultPositions(positions = positions.toIList())
     }
 
     fun calculateVaultPosition(

src/commonTest/kotlin/exchange.dydx.abacus/functional/vault/VaultTests.kt

@@ -1,17 +1,21 @@
 package exchange.dydx.abacus.functional.vault
 
 import exchange.dydx.abacus.functional.vault.VaultCalculator.calculateVaultPosition
+import exchange.dydx.abacus.functional.vault.VaultCalculator.calculateVaultPositions
 import exchange.dydx.abacus.functional.vault.VaultCalculator.calculateVaultSummary
 import exchange.dydx.abacus.output.PerpetualMarket
 import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
+import exchange.dydx.abacus.utils.iMapOf
 import indexer.codegen.IndexerAssetPositionResponseObject
 import indexer.codegen.IndexerMegavaultHistoricalPnlResponse
+import indexer.codegen.IndexerMegavaultPositionResponse
 import indexer.codegen.IndexerPerpetualPositionResponseObject
 import indexer.codegen.IndexerPerpetualPositionStatus
 import indexer.codegen.IndexerPnlTicksResponseObject
 import indexer.codegen.IndexerPositionSide
 import indexer.codegen.IndexerVaultHistoricalPnl
 import indexer.codegen.IndexerVaultPosition
+import indexer.codegen.IndexerVaultsHistoricalPnlResponse
 import kollections.iListOf
 import kotlinx.datetime.Instant
 import kotlin.test.Test
@@ -207,4 +211,115 @@ class VaultTests {
 
         assertEquals(expectedVaultPosition, vaultPosition)
     }
+
+    @Test
+    fun shouldCalculateVaultPositionsCorrectly() {
+        val position = IndexerVaultPosition(
+            ticker = "BTC-USD",
+            assetPosition = IndexerAssetPositionResponseObject(
+                symbol = "USDC",
+                side = IndexerPositionSide.SHORT,
+                size = "40000.0",
+                assetId = "0",
+                subaccountNumber = NUM_PARENT_SUBACCOUNTS,
+            ),
+            perpetualPosition = IndexerPerpetualPositionResponseObject(
+                market = "BTC-USD",
+                status = IndexerPerpetualPositionStatus.OPEN,
+                side = IndexerPositionSide.LONG,
+                size = "1.0",
+                maxSize = null,
+                entryPrice = "50000.0",
+                realizedPnl = null,
+                createdAt = "2023-08-01T00:00:00Z",
+                createdAtHeight = "1000",
+                sumOpen = null,
+                sumClose = null,
+                netFunding = null,
+                unrealizedPnl = "5000.0",
+                closedAt = null,
+                exitPrice = null,
+                subaccountNumber = NUM_PARENT_SUBACCOUNTS,
+            ),
+            equity = "15000.0",
+        )
+
+        val history = IndexerVaultHistoricalPnl(
+            ticker = "BTC-USD",
+            historicalPnl = arrayOf(
+                IndexerPnlTicksResponseObject(
+                    id = "1",
+                    equity = "10500.0",
+                    totalPnl = "500.0",
+                    netTransfers = "0.0",
+                    createdAt = Instant.fromEpochMilliseconds(1659465600000).toString(),
+                ),
+                IndexerPnlTicksResponseObject(
+                    id = "2",
+                    equity = "10000.0",
+                    totalPnl = "0.0",
+                    netTransfers = "0.0",
+                    createdAt = Instant.fromEpochMilliseconds(1659379200000).toString(),
+                ),
+            ),
+        )
+
+        val market = PerpetualMarket(
+            id = "BTC-USD",
+            assetId = "0",
+            market = "BTC-USD",
+            displayId = null,
+            oraclePrice = 55000.0,
+            marketCaps = null,
+            priceChange24H = null,
+            priceChange24HPercent = null,
+            status = null,
+            configs = null,
+            perpetual = null,
+        )
+
+        val vaultPositions = calculateVaultPositions(
+            IndexerMegavaultPositionResponse(positions = arrayOf(position)),
+            IndexerVaultsHistoricalPnlResponse(vaultsPnl = arrayOf(history)),
+            iMapOf("BTC-USD" to market),
+            21000.0,
+        )
+
+        val expectedVaultPosition = VaultPosition(
+            marketId = "BTC-USD",
+            marginUsdc = 15000.0,
+            currentLeverageMultiple = 55.0 / 15.0,
+            currentPosition = CurrentPosition(
+                asset = 1.0,
+                usdc = 55000.0,
+            ),
+            thirtyDayPnl = ThirtyDayPnl(
+                percent = 0.05,
+                absolute = 500.0,
+                sparklinePoints = iListOf(0.0, 500.0),
+            ),
+        )
+
+        assertEquals(
+            iListOf(
+                expectedVaultPosition,
+                VaultPosition(
+                    marketId = "USDC-USD",
+                    marginUsdc = 6000.0,
+                    equityUsdc = 6000.0,
+                    currentLeverageMultiple = 1.0,
+                    currentPosition = CurrentPosition(
+                        asset = 6000.0,
+                        usdc = 6000.0,
+                    ),
+                    thirtyDayPnl = ThirtyDayPnl(
+                        percent = 0.0,
+                        absolute = 0.0,
+                        sparklinePoints = null,
+                    ),
+                ),
+            ),
+            vaultPositions?.positions,
+        )
+    }
 }

v4_abacus.podspec

@@ -1,6 +1,6 @@
 Pod::Spec.new do |spec|
     spec.name                     = 'v4_abacus'
-    spec.version                  = '1.12.27'
+    spec.version                  = '1.12.28'
     spec.homepage                 = 'https://github.com/dydxprotocol/v4-abacus'
     spec.source                   = { :http=> ''}
     spec.authors                  = ''